+352.8%
APH vs CMI
+170.2%
+182.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +0.2% | +1.9% | -1.7% | -0.9% |
| 30D | -3.3% | -12.5% | +9.2% | +4.4% |
| 3M | +14.0% | -16.2% | +30.3% | +25.7% |
| 6M | +24.4% | +4.9% | +19.6% | +19.7% |
| YTD | +21.4% | +11.1% | +10.3% | +12.5% |
| 1Y | +48.9% | +43.4% | +5.6% | +19.0% |
| 3Y | +290.1% | +154.1% | +136.0% | +124.4% |
| 5Y | +352.8% | +169.5% | +183.3% | +141.3% |
| All | +352.8% | +170.2% | +182.6% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling