+1,059.7%
APH vs ALM
+2,950.3%
-1,890.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +5.0% | -2.6% | +7.6% | +5.1% |
| 30D | -3.9% | +32.0% | -35.9% | -4.9% |
| 3M | +13.0% | -15.0% | +28.0% | +13.2% |
| 6M | +25.2% | -10.1% | +35.3% | +24.8% |
| YTD | +22.9% | +99.4% | -76.5% | +20.0% |
| 1Y | +47.8% | +316.4% | -268.5% | +41.5% |
| 3Y | +283.0% | +2,022.0% | -1,739.0% | +251.2% |
| 5Y | +349.7% | +941.2% | -591.5% | +315.8% |
| All | +1,059.7% | +2,950.3% | -1,890.6% | +956.1% |
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