+883.4%
APH vs ACM
+155.0%
+728.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.9% | +5.4% | -11.3% | -8.0% |
| 30D | -14.8% | +15.1% | -29.9% | -19.8% |
| 3M | -12.4% | -10.5% | -2.0% | -9.4% |
| 6M | +8.1% | -19.7% | +27.8% | +16.1% |
| YTD | +10.9% | -28.8% | +39.8% | +24.5% |
| 1Y | +8.8% | -47.9% | +56.6% | +40.3% |
| 3Y | +262.1% | -12.4% | +274.4% | +262.4% |
| 5Y | +283.1% | +0.6% | +282.6% | +258.0% |
| All | +883.4% | +155.0% | +728.4% | +558.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling