+9,762.4%
TER vs APH
+61,451.9%
-51,689.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -47.8% | +49.9% | +29.4% |
| 7D | -4.0% | -48.7% | +44.7% | +23.1% |
| 30D | -8.3% | -51.9% | +43.7% | +22.5% |
| 3M | -12.2% | -43.6% | +31.3% | +8.8% |
| 6M | +17.1% | -37.5% | +54.6% | +35.6% |
| YTD | +84.7% | -38.6% | +123.3% | +112.7% |
| 1Y | +199.9% | -26.3% | +226.3% | +210.1% |
| 3Y | +232.8% | +89.2% | +143.6% | +99.1% |
| 5Y | +198.6% | +119.8% | +78.8% | +68.9% |
| 10Y | +1,669.7% | +454.3% | +1,215.5% | +523.2% |
| All | +9,762.4% | +61,451.9% | -51,689.6% | +605.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling