+61,451.9%
APH vs AME
+18,347.0%
+43,105.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.1% | -48.9% | -48.3% |
| 7D | -48.7% | -2.4% | -46.3% | -48.3% |
| 30D | -51.9% | -6.7% | -45.3% | -50.4% |
| 3M | -43.6% | +4.1% | -47.6% | -44.8% |
| 6M | -37.5% | +1.6% | -39.1% | -38.2% |
| YTD | -38.6% | +16.1% | -54.8% | -43.3% |
| 1Y | -26.3% | +27.3% | -53.7% | -35.2% |
| 3Y | +89.2% | +50.9% | +38.3% | +52.7% |
| 5Y | +119.8% | +81.4% | +38.4% | +62.8% |
| 10Y | +454.3% | +417.0% | +37.3% | +149.9% |
| All | +61,451.9% | +18,347.0% | +43,105.0% | +8,789.0% |
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