+1,683.2%
TER vs APH
+1,060.9%
+622.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.7% |
| 7D | +0.6% | +5.0% | -4.3% | -4.2% |
| 30D | -8.3% | -3.9% | -4.4% | -4.9% |
| 3M | -12.2% | +13.0% | -25.2% | -19.5% |
| 6M | +17.1% | +25.2% | -8.1% | -4.1% |
| YTD | +84.7% | +22.9% | +61.7% | +47.3% |
| 1Y | +199.9% | +47.8% | +152.1% | +98.4% |
| 3Y | +232.8% | +283.0% | -50.3% | -18.9% |
| 5Y | +198.6% | +349.7% | -151.1% | -36.7% |
| All | +1,683.2% | +1,060.9% | +622.3% | +55.4% |
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