+1,540.8%
APH vs ALM
+3,431.9%
-1,891.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.2% | -9.3% |
| 7D | -12.7% | -14.5% | +1.8% | -12.7% |
| 30D | -19.2% | -39.0% | +19.9% | -19.0% |
| 3M | -16.7% | -40.3% | +23.6% | -16.5% |
| 6M | +5.1% | -60.3% | +65.5% | +5.5% |
| YTD | +6.6% | -9.8% | +16.3% | +6.6% |
| 1Y | +3.9% | +30.8% | -26.9% | +3.8% |
| 3Y | +246.0% | +772.4% | -526.4% | +243.7% |
| 5Y | +268.0% | +390.7% | -122.8% | +265.7% |
| 10Y | +868.2% | +2,028.5% | -1,160.3% | +857.8% |
| All | +1,540.8% | +3,431.9% | -1,891.1% | +1,506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling