+948.3%
APH vs ALM
+1,942.8%
-994.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.7% |
| 7D | +11.1% | -4.0% | +15.2% | +11.3% |
| 30D | -7.3% | -30.5% | +23.2% | -6.0% |
| 3M | -6.2% | -46.9% | +40.7% | -4.1% |
| 6M | +24.9% | -65.5% | +90.4% | +29.1% |
| YTD | +18.4% | -13.4% | +31.8% | +19.1% |
| 1Y | +13.0% | +9.8% | +3.2% | +12.8% |
| 3Y | +276.4% | +783.1% | -506.7% | +256.0% |
| 5Y | +296.4% | +378.3% | -81.9% | +276.8% |
| All | +948.3% | +1,942.8% | -994.5% | +878.9% |
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 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