+1,006.2%
TER vs APH
+938.3%
+67.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.7% |
| 7D | -8.9% | -5.0% | -3.9% | -3.4% |
| 30D | -39.1% | -8.4% | -30.7% | -33.1% |
| 3M | -32.8% | -4.5% | -28.3% | -28.8% |
| 6M | -31.7% | +25.3% | -57.0% | -42.5% |
| YTD | +26.9% | +18.9% | +8.0% | +6.0% |
| 1Y | +33.6% | +11.9% | +21.6% | +18.4% |
| 3Y | +181.5% | +278.0% | -96.4% | -29.8% |
| 5Y | +76.1% | +306.4% | -230.3% | -58.3% |
| 10Y | +1,006.2% | +955.2% | +51.0% | +3.9% |
| All | +1,006.2% | +938.3% | +67.9% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling