+72.2%
V vs APH
+350.9%
-278.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | -1.7% | +5.0% | -6.7% | -2.9% |
| 30D | +2.0% | -3.9% | +5.8% | +2.7% |
| 3M | +17.4% | +13.0% | +4.4% | +12.5% |
| 6M | +17.5% | +25.2% | -7.7% | +8.7% |
| YTD | +7.6% | +22.9% | -15.3% | -2.0% |
| 1Y | +7.7% | +47.8% | -40.1% | -9.7% |
| 3Y | +54.7% | +283.0% | -228.4% | -24.5% |
| All | +72.2% | +350.9% | -278.7% | -28.1% |
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 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