+12,121.0%
APH vs CME
+8,206.4%
+3,914.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.2% |
| 7D | -12.7% | +3.7% | -16.4% | -13.8% |
| 30D | -19.2% | +13.7% | -32.9% | -23.0% |
| 3M | -16.7% | +16.6% | -33.3% | -21.5% |
| 6M | +5.1% | +8.2% | -3.0% | +0.7% |
| YTD | +6.6% | +16.3% | -9.8% | -1.1% |
| 1Y | +3.9% | +19.1% | -15.2% | -4.6% |
| 3Y | +246.0% | +67.4% | +178.7% | +175.1% |
| 5Y | +268.0% | +71.0% | +197.0% | +187.4% |
| 10Y | +868.2% | +338.9% | +529.3% | +422.5% |
| All | +12,121.0% | +8,206.4% | +3,914.6% | +2,876.4% |
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