+50.4%
TER vs APH
+274.6%
-224.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.3% | -5.9% | -6.2% |
| 7D | -28.2% | -12.7% | -15.5% | -17.6% |
| 30D | -50.6% | -19.2% | -31.4% | -38.8% |
| 3M | -45.3% | -16.7% | -28.7% | -34.1% |
| 6M | -40.4% | +5.1% | -45.5% | -40.7% |
| YTD | +10.0% | +6.6% | +3.5% | +1.6% |
| 1Y | +13.6% | +3.9% | +9.7% | +7.5% |
| 3Y | +145.2% | +246.0% | -100.8% | -43.9% |
| 5Y | +50.4% | +268.0% | -217.6% | -67.2% |
| All | +50.4% | +274.6% | -224.3% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling