+47.8%
APH vs ACM
-45.8%
+93.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +5.0% | -3.7% | +8.7% | +5.0% |
| 30D | -3.9% | -11.1% | +7.2% | -3.0% |
| 3M | +13.0% | -8.0% | +21.0% | +13.8% |
| 6M | +25.2% | -29.7% | +54.8% | +29.5% |
| YTD | +22.9% | -29.4% | +52.3% | +27.4% |
| 1Y | +47.8% | -46.4% | +94.3% | +52.5% |
| All | +47.8% | -45.8% | +93.6% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling