+1,001.8%
TER vs APH
+978.7%
+23.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.2% | +4.5% | +4.8% |
| 7D | -5.8% | +1.1% | -6.8% | -5.9% |
| 30D | -38.9% | -7.5% | -31.4% | -33.5% |
| 3M | -35.1% | -4.4% | -30.7% | -31.3% |
| 6M | -31.6% | +26.5% | -58.0% | -42.9% |
| YTD | +27.2% | +20.0% | +7.2% | +5.3% |
| 1Y | +35.2% | +16.9% | +18.4% | +14.8% |
| 3Y | +192.8% | +288.5% | -95.7% | -28.9% |
| 5Y | +72.4% | +310.3% | -237.9% | -59.6% |
| 10Y | +1,001.8% | +951.3% | +50.6% | +5.5% |
| All | +1,001.8% | +978.7% | +23.2% | +5.5% |
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 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