-37.5%
APH vs CME
-9.5%
-28.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.5% | -46.3% | -48.1% |
| 7D | -48.7% | +0.1% | -48.8% | -48.7% |
| 30D | -51.9% | +6.2% | -58.2% | -50.8% |
| 3M | -43.6% | +10.4% | -54.0% | -40.7% |
| 6M | -37.5% | -9.5% | -28.0% | -39.2% |
| All | -37.5% | -9.5% | -28.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 6mo: compounded portfolio wealth divided by compounded CME 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…
6mo analysis · Full analysis span regression · Available span rolling