+2,926.4%
V vs APH
+1,804.9%
+1,121.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -47.8% | +46.7% | +18.1% |
| 7D | -1.2% | -48.7% | +47.5% | +18.9% |
| 30D | +2.0% | -51.9% | +53.9% | +26.0% |
| 3M | +17.4% | -43.6% | +60.9% | +32.6% |
| 6M | +17.5% | -37.5% | +55.0% | +24.7% |
| YTD | +7.6% | -38.6% | +46.2% | +12.1% |
| 1Y | +7.7% | -26.3% | +34.0% | +0.8% |
| 3Y | +54.7% | +89.2% | -34.5% | -16.7% |
| 5Y | +73.0% | +119.8% | -46.8% | -14.9% |
| 10Y | +390.9% | +454.3% | -63.4% | +47.3% |
| All | +2,926.4% | +1,804.9% | +1,121.5% | +413.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling