+886.2%
TER vs APH
+894.6%
-8.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | -1.4% |
| 7D | -20.5% | -5.9% | -14.5% | -15.2% |
| 30D | -47.0% | -14.8% | -32.2% | -37.8% |
| 3M | -43.3% | -12.4% | -30.9% | -34.9% |
| 6M | -42.9% | +8.1% | -51.0% | -45.1% |
| YTD | +12.9% | +10.9% | +1.9% | +0.5% |
| 1Y | +18.2% | +8.8% | +9.4% | +7.1% |
| 3Y | +151.8% | +262.1% | -110.3% | -34.8% |
| 5Y | +54.2% | +283.1% | -228.9% | -61.5% |
| All | +886.2% | +894.6% | -8.4% | +0.2% |
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