+288.5%
APH vs CMI
+126.3%
+162.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.6% | +4.6% | +6.0% |
| 7D | +1.1% | -6.8% | +7.9% | +5.7% |
| 30D | -7.5% | -10.9% | +3.4% | -0.6% |
| 3M | -4.4% | -27.3% | +22.9% | +15.5% |
| 6M | +26.5% | -30.9% | +57.4% | +56.4% |
| YTD | +20.0% | -7.7% | +27.7% | +23.9% |
| 1Y | +16.9% | 0.0% | +16.9% | +15.3% |
| 3Y | +288.5% | +130.1% | +158.4% | +155.2% |
| All | +288.5% | +126.3% | +162.2% | +155.2% |
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