+387.7%
V vs APH
+1,060.9%
-673.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -1.7% | +5.0% | -6.7% | -3.8% |
| 30D | +2.0% | -3.9% | +5.8% | +3.2% |
| 3M | +17.4% | +13.0% | +4.4% | +9.2% |
| 6M | +17.5% | +25.2% | -7.7% | +2.9% |
| YTD | +7.6% | +22.9% | -15.3% | -7.8% |
| 1Y | +7.7% | +47.8% | -40.1% | -17.9% |
| 3Y | +54.7% | +283.0% | -228.4% | -39.0% |
| 5Y | +73.0% | +349.7% | -276.6% | -40.1% |
| All | +387.7% | +1,060.9% | -673.2% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling