-26.3%
APH vs ALM
+318.3%
-344.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.6% |
| 7D | -48.7% | -7.0% | -41.7% | -48.2% |
| 30D | -51.9% | +32.0% | -83.9% | -53.4% |
| 3M | -43.6% | -15.0% | -28.5% | -43.2% |
| 6M | -37.5% | -10.1% | -27.4% | -38.3% |
| YTD | -38.6% | +99.4% | -138.1% | -41.6% |
| 1Y | -26.3% | +316.4% | -342.7% | -31.9% |
| All | -26.3% | +318.3% | -344.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling