+3,704.9%
APH vs ACM
+233.2%
+3,471.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -8.4% |
| 7D | -12.7% | +5.1% | -17.8% | -14.6% |
| 30D | -19.2% | +11.5% | -30.6% | -23.0% |
| 3M | -16.7% | -10.5% | -6.2% | -13.8% |
| 6M | +5.1% | -20.4% | +25.5% | +13.0% |
| YTD | +6.6% | -28.9% | +35.4% | +19.2% |
| 1Y | +3.9% | -48.7% | +52.6% | +33.5% |
| 3Y | +246.0% | -12.5% | +258.5% | +248.6% |
| 5Y | +268.0% | +0.5% | +267.5% | +246.9% |
| 10Y | +868.2% | +161.2% | +707.0% | +463.5% |
| All | +3,704.9% | +233.2% | +3,471.7% | +1,621.0% |
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 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