+56.4%
V vs APH
+89.1%
-32.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -47.8% | +46.7% | +2.2% |
| 7D | -1.2% | -48.7% | +47.5% | +2.3% |
| 30D | +2.0% | -51.9% | +53.9% | +6.2% |
| 3M | +17.4% | -43.6% | +60.9% | +19.6% |
| 6M | +17.5% | -37.5% | +55.0% | +18.0% |
| YTD | +7.6% | -38.6% | +46.2% | +7.1% |
| 1Y | +7.7% | -26.3% | +34.0% | +2.7% |
| All | +56.4% | +89.1% | -32.7% | +9.9% |
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