+199.9%
TER vs APH
+50.0%
+149.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.8% |
| 7D | +0.6% | +5.0% | -4.3% | -3.4% |
| 30D | -8.3% | -3.9% | -4.4% | -5.3% |
| 3M | -12.2% | +13.0% | -25.2% | -16.6% |
| 6M | +17.1% | +25.2% | -8.1% | +3.3% |
| YTD | +84.7% | +22.9% | +61.7% | +52.0% |
| 1Y | +199.9% | +47.8% | +152.1% | +145.4% |
| All | +199.9% | +50.0% | +149.9% | +145.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling