+12,624.3%
APH vs CME
+8,169.9%
+4,454.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.3% |
| 7D | -5.9% | +0.9% | -6.8% | -6.3% |
| 30D | -14.8% | +13.2% | -28.0% | -18.7% |
| 3M | -12.4% | +16.3% | -28.7% | -17.4% |
| 6M | +8.1% | +7.1% | +0.9% | +3.9% |
| YTD | +10.9% | +15.8% | -4.9% | +3.1% |
| 1Y | +8.8% | +17.1% | -8.3% | +0.5% |
| 3Y | +262.1% | +63.2% | +198.9% | +190.6% |
| 5Y | +283.1% | +70.2% | +212.9% | +199.7% |
| 10Y | +908.1% | +337.0% | +571.1% | +444.8% |
| All | +12,624.3% | +8,169.9% | +4,454.3% | +3,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling