+247.7%
APH vs ACM
-12.3%
+260.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -8.7% |
| 7D | -12.7% | +5.1% | -17.8% | -13.9% |
| 30D | -19.2% | +11.5% | -30.6% | -21.5% |
| 3M | -16.7% | -10.5% | -6.2% | -14.1% |
| 6M | +5.1% | -20.4% | +25.5% | +12.9% |
| YTD | +6.6% | -28.9% | +35.4% | +18.6% |
| 1Y | +3.9% | -48.7% | +52.6% | +36.2% |
| All | +247.7% | -12.3% | +260.1% | +232.0% |
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