+247.7%
APH vs ALM
+806.0%
-558.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.2% | -8.6% |
| 7D | -12.7% | -14.5% | +1.8% | -11.6% |
| 30D | -19.2% | -39.0% | +19.9% | -16.2% |
| 3M | -16.7% | -40.3% | +23.6% | -13.8% |
| 6M | +5.1% | -60.3% | +65.5% | +11.0% |
| YTD | +6.6% | -9.8% | +16.3% | +8.0% |
| 1Y | +3.9% | +30.8% | -26.9% | +3.5% |
| All | +247.7% | +806.0% | -558.2% | +221.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling