+43.2%
TER vs APH
+16.5%
+26.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.2% | -0.7% | -1.5% |
| 7D | -19.9% | -2.4% | -17.5% | -18.2% |
| 30D | -43.5% | -9.5% | -34.1% | -38.4% |
| 3M | -37.8% | -7.6% | -30.2% | -32.9% |
| 6M | -25.6% | +12.4% | -38.0% | -27.7% |
| YTD | +29.8% | +17.5% | +12.3% | +8.3% |
| 1Y | +43.2% | +16.4% | +26.8% | +20.5% |
| All | +43.2% | +16.5% | +26.7% | +20.5% |
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