+259.0%
APH vs ACM
-12.4%
+271.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.9% | +5.4% | -11.3% | -7.3% |
| 30D | -14.8% | +15.1% | -29.9% | -18.0% |
| 3M | -12.4% | -10.5% | -2.0% | -9.7% |
| 6M | +8.1% | -19.7% | +27.8% | +15.7% |
| YTD | +10.9% | -28.8% | +39.8% | +23.5% |
| 1Y | +8.8% | -47.9% | +56.6% | +41.2% |
| All | +259.0% | -12.4% | +271.5% | +242.0% |
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