+268.0%
APH vs ALM
+390.7%
-122.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.2% | -8.7% |
| 7D | -12.7% | -14.5% | +1.8% | -11.9% |
| 30D | -19.2% | -39.0% | +19.9% | -16.9% |
| 3M | -16.7% | -40.3% | +23.6% | -14.4% |
| 6M | +5.1% | -60.3% | +65.5% | +9.7% |
| YTD | +6.6% | -9.8% | +16.3% | +7.6% |
| 1Y | +3.9% | +30.8% | -26.9% | +3.5% |
| 3Y | +246.0% | +772.4% | -526.4% | +225.9% |
| 5Y | +268.0% | +390.7% | -122.8% | +250.4% |
| All | +268.0% | +390.7% | -122.8% | +250.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling