+1,484.2%
T vs APH
+114,578.9%
-113,094.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.3% | +1.5% |
| 7D | +4.3% | -12.7% | +17.0% | +6.4% |
| 30D | -9.7% | -19.2% | +9.5% | -6.9% |
| 3M | -4.3% | -16.7% | +12.4% | -2.1% |
| 6M | -13.7% | +5.1% | -18.8% | -15.8% |
| YTD | -8.0% | +6.6% | -14.5% | -11.6% |
| 1Y | -6.9% | +3.9% | -10.8% | -10.4% |
| 3Y | +59.7% | +246.0% | -186.3% | +20.0% |
| 5Y | +53.4% | +268.0% | -214.6% | +13.0% |
| 10Y | +58.2% | +868.2% | -810.0% | -3.2% |
| All | +1,484.2% | +114,578.9% | -113,094.7% | +481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling