+105.5%
V vs APH
+313.0%
-207.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.3% | -1.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | +9.5% | -7.5% | +17.0% | +10.9% |
| 3M | +16.7% | -4.4% | +21.1% | +16.9% |
| 6M | +32.9% | +26.5% | +6.5% | +22.5% |
| YTD | +21.1% | +20.0% | +1.0% | +10.6% |
| 1Y | +26.6% | +16.9% | +9.8% | +16.3% |
| 3Y | +78.4% | +288.5% | -210.1% | -13.2% |
| 5Y | +105.5% | +310.3% | -204.8% | -7.7% |
| All | +105.5% | +313.0% | -207.5% | -7.7% |
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