+145.5%
TER vs APH
+244.7%
-99.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.3% | -5.9% | -7.0% |
| 7D | -28.2% | -12.7% | -15.5% | -18.5% |
| 30D | -50.6% | -19.2% | -31.4% | -40.0% |
| 3M | -45.3% | -16.7% | -28.7% | -35.1% |
| 6M | -40.4% | +5.1% | -45.5% | -39.6% |
| YTD | +10.0% | +6.6% | +3.5% | +4.1% |
| 1Y | +13.6% | +3.9% | +9.7% | +9.9% |
| All | +145.5% | +244.7% | -99.3% | -47.1% |
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