+1,947.8%
APH vs ACM
+230.8%
+1,717.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.2% |
| 7D | -48.7% | +0.5% | -49.2% | -48.6% |
| 30D | -51.9% | -11.1% | -40.8% | -49.6% |
| 3M | -43.6% | -8.0% | -35.6% | -42.0% |
| 6M | -37.5% | -29.7% | -7.9% | -28.4% |
| YTD | -38.6% | -29.4% | -9.3% | -30.5% |
| 1Y | -26.3% | -46.4% | +20.1% | -6.4% |
| 3Y | +89.2% | -22.3% | +111.5% | +102.8% |
| 5Y | +119.8% | +4.5% | +115.3% | +105.4% |
| 10Y | +454.3% | +127.6% | +326.6% | +245.1% |
| All | +1,947.8% | +230.8% | +1,717.0% | +838.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling