+268.0%
APH vs ACM
+1.8%
+266.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -8.5% |
| 7D | -12.7% | +5.1% | -17.8% | -14.4% |
| 30D | -19.2% | +11.5% | -30.6% | -22.7% |
| 3M | -16.7% | -10.5% | -6.2% | -13.5% |
| 6M | +5.1% | -20.4% | +25.5% | +14.4% |
| YTD | +6.6% | -28.9% | +35.4% | +21.2% |
| 1Y | +3.9% | -48.7% | +52.6% | +41.3% |
| 3Y | +246.0% | -12.5% | +258.5% | +230.9% |
| 5Y | +268.0% | +0.5% | +267.5% | +216.8% |
| All | +268.0% | +1.8% | +266.2% | +216.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling