+102.6%
V vs APH
+274.6%
-172.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.3% | +6.1% | -1.3% |
| 7D | +2.9% | -12.7% | +15.7% | +5.6% |
| 30D | +14.0% | -19.2% | +33.2% | +18.8% |
| 3M | +14.9% | -16.7% | +31.6% | +18.5% |
| 6M | +31.7% | +5.1% | +26.6% | +26.7% |
| YTD | +21.2% | +6.6% | +14.7% | +13.5% |
| 1Y | +25.3% | +3.9% | +21.4% | +17.9% |
| 3Y | +77.5% | +246.0% | -168.5% | -11.5% |
| 5Y | +102.6% | +268.0% | -165.4% | -7.5% |
| All | +102.6% | +274.6% | -172.0% | -7.5% |
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