+306.4%
APH vs AME
+76.9%
+229.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -5.0% | -4.1% | -0.9% | -1.2% |
| 30D | -8.4% | -4.1% | -4.2% | -4.5% |
| 3M | -4.5% | -5.6% | +1.1% | +0.9% |
| 6M | +25.3% | +2.8% | +22.4% | +24.0% |
| YTD | +18.9% | +16.6% | +2.3% | +6.2% |
| 1Y | +11.9% | +21.1% | -9.2% | -2.9% |
| 3Y | +278.0% | +61.1% | +216.9% | +152.3% |
| 5Y | +306.4% | +76.6% | +229.9% | +144.2% |
| All | +306.4% | +76.9% | +229.5% | +144.2% |
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