+90.5%
APH vs ACM
-21.7%
+112.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.4% |
| 7D | -48.7% | +0.5% | -49.2% | -48.6% |
| 30D | -51.9% | -11.1% | -40.8% | -50.0% |
| 3M | -43.6% | -8.0% | -35.6% | -42.2% |
| 6M | -37.5% | -29.7% | -7.9% | -28.8% |
| YTD | -38.6% | -29.4% | -9.3% | -31.0% |
| 1Y | -26.3% | -46.4% | +20.1% | -5.8% |
| All | +90.5% | -21.7% | +112.2% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling