+238.5%
TER vs APH
+89.1%
+149.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -47.8% | +49.9% | +26.7% |
| 7D | -4.0% | -48.7% | +44.7% | +21.0% |
| 30D | -8.3% | -51.9% | +43.7% | +22.3% |
| 3M | -12.2% | -43.6% | +31.3% | +5.8% |
| 6M | +17.1% | -37.5% | +54.6% | +28.8% |
| YTD | +84.7% | -38.6% | +123.3% | +96.3% |
| 1Y | +199.9% | -26.3% | +226.3% | +171.2% |
| All | +238.5% | +89.1% | +149.4% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling