+883.4%
APH vs ALM
+2,022.9%
-1,139.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +4.0% |
| 7D | -5.9% | -6.7% | +0.7% | -5.7% |
| 30D | -14.8% | -32.9% | +18.1% | -13.5% |
| 3M | -12.4% | -39.5% | +27.1% | -10.9% |
| 6M | +8.1% | -62.0% | +70.0% | +11.3% |
| YTD | +10.9% | -7.8% | +18.8% | +11.3% |
| 1Y | +8.8% | +26.7% | -17.9% | +8.1% |
| 3Y | +262.1% | +825.4% | -563.3% | +241.3% |
| 5Y | +283.1% | +401.2% | -118.1% | +263.0% |
| All | +883.4% | +2,022.9% | -1,139.5% | +808.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling