+6,459.4%
APH vs CME
+7,469.3%
-1,009.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.5% | -46.3% | -47.3% |
| 7D | -48.7% | +0.1% | -48.8% | -48.5% |
| 30D | -51.9% | +6.2% | -58.2% | -52.8% |
| 3M | -43.6% | +10.4% | -54.0% | -45.6% |
| 6M | -37.5% | -9.5% | -28.0% | -35.8% |
| YTD | -38.6% | +6.0% | -44.7% | -40.6% |
| 1Y | -26.3% | +9.3% | -35.6% | -29.7% |
| 3Y | +89.2% | +57.7% | +31.5% | +54.8% |
| 5Y | +119.8% | +77.7% | +42.1% | +70.5% |
| 10Y | +454.3% | +281.2% | +173.0% | +217.2% |
| All | +6,459.4% | +7,469.3% | -1,009.9% | +1,566.3% |
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