+4,289.8%
APH vs ACM
+230.8%
+4,059.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +5.0% | -3.7% | +8.7% | +6.6% |
| 30D | -3.9% | -11.1% | +7.2% | +0.1% |
| 3M | +13.0% | -8.0% | +21.0% | +15.3% |
| 6M | +25.2% | -29.7% | +54.8% | +42.5% |
| YTD | +22.9% | -29.4% | +52.3% | +38.5% |
| 1Y | +47.8% | -46.4% | +94.3% | +86.6% |
| 3Y | +283.0% | -22.3% | +305.4% | +307.9% |
| 5Y | +349.7% | +4.5% | +345.2% | +317.7% |
| 10Y | +1,061.2% | +127.6% | +933.6% | +618.5% |
| All | +4,289.8% | +230.8% | +4,059.0% | +1,899.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling