+114,578.9%
APH vs AME
+17,229.2%
+97,349.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -6.2% |
| 7D | -12.7% | -11.4% | -1.3% | -6.8% |
| 30D | -19.2% | -12.1% | -7.0% | -13.2% |
| 3M | -16.7% | -12.3% | -4.3% | -10.3% |
| 6M | +5.1% | -4.6% | +9.8% | +8.7% |
| YTD | +6.6% | +9.1% | -2.5% | +2.9% |
| 1Y | +3.9% | +13.3% | -9.4% | -1.5% |
| 3Y | +246.0% | +58.2% | +187.8% | +176.0% |
| 5Y | +268.0% | +63.4% | +204.5% | +190.4% |
| 10Y | +868.2% | +436.7% | +431.5% | +335.7% |
| All | +114,578.9% | +17,229.2% | +97,349.7% | +17,191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling