+291.1%
APH vs CMI
+154.5%
+136.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.8% |
| 7D | +5.0% | -0.7% | +5.7% | +5.3% |
| 30D | -3.9% | -13.4% | +9.6% | +4.5% |
| 3M | +13.0% | -17.0% | +30.0% | +25.4% |
| 6M | +25.2% | -1.6% | +26.8% | +24.5% |
| YTD | +22.9% | +11.0% | +12.0% | +13.5% |
| 1Y | +47.8% | +41.9% | +5.9% | +18.2% |
| All | +291.1% | +154.5% | +136.5% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling