+355.9%
APH vs AME
+82.5%
+273.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | -0.3% |
| 7D | +5.0% | +0.6% | +4.3% | +4.4% |
| 30D | -3.9% | -6.7% | +2.8% | +1.6% |
| 3M | +13.0% | +4.1% | +8.9% | +9.7% |
| 6M | +25.2% | +1.6% | +23.6% | +23.6% |
| YTD | +22.9% | +16.1% | +6.8% | +9.2% |
| 1Y | +47.8% | +27.3% | +20.5% | +21.5% |
| 3Y | +283.0% | +50.9% | +232.2% | +169.2% |
| All | +355.9% | +82.5% | +273.4% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling