+449.7%
V vs APH
+894.6%
-444.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.6% |
| 7D | +2.2% | -5.9% | +8.1% | +4.2% |
| 30D | +13.6% | -14.8% | +28.4% | +19.9% |
| 3M | +14.3% | -12.4% | +26.7% | +18.5% |
| 6M | +33.1% | +8.1% | +25.0% | +23.2% |
| YTD | +21.2% | +10.9% | +10.3% | +6.8% |
| 1Y | +26.4% | +8.8% | +17.7% | +11.8% |
| 3Y | +77.6% | +262.1% | -184.5% | -30.1% |
| 5Y | +102.6% | +283.1% | -180.5% | -24.9% |
| All | +449.7% | +894.6% | -444.9% | -0.8% |
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 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