+199.8%
TER vs APH
-25.2%
+225.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -47.8% | +49.8% | +19.3% |
| 7D | -4.0% | -48.7% | +44.7% | +13.9% |
| 30D | -8.3% | -51.9% | +43.6% | +14.8% |
| 3M | -12.2% | -43.6% | +31.3% | +1.2% |
| 6M | +17.0% | -37.5% | +54.6% | +25.4% |
| YTD | +84.6% | -38.6% | +123.2% | +84.5% |
| 1Y | +199.8% | -26.3% | +226.1% | +198.0% |
| All | +199.8% | -25.2% | +225.0% | +198.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling