+8.8%
APH vs AME
+16.4%
-7.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +1.4% |
| 7D | -5.9% | -5.2% | -0.8% | -0.2% |
| 30D | -14.8% | -8.0% | -6.8% | -6.7% |
| 3M | -12.4% | -8.9% | -3.5% | -3.1% |
| 6M | +8.1% | -5.0% | +13.0% | +14.5% |
| YTD | +10.9% | +11.9% | -0.9% | -2.3% |
| 1Y | +8.8% | +16.6% | -7.9% | -7.9% |
| All | +8.8% | +16.4% | -7.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling