+1,066.7%
TER vs APH
+940.6%
+126.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +9.1% |
| 7D | +5.9% | +0.4% | +5.5% | +6.4% |
| 30D | -30.8% | -8.0% | -22.8% | -24.3% |
| 3M | -29.9% | -5.0% | -24.9% | -25.5% |
| 6M | -27.5% | +29.9% | -57.4% | -40.8% |
| YTD | +37.5% | +18.0% | +19.5% | +15.6% |
| 1Y | +50.3% | +11.3% | +38.9% | +33.8% |
| 3Y | +204.9% | +274.9% | -70.0% | -23.4% |
| 5Y | +89.2% | +300.6% | -211.4% | -54.6% |
| All | +1,066.7% | +940.6% | +126.0% | +11.2% |
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