+127,881.2%
APH vs CMI
+15,426.2%
+112,455.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +0.1% |
| 7D | -5.0% | -9.3% | +4.3% | -1.2% |
| 30D | -8.4% | -13.2% | +4.9% | -3.0% |
| 3M | -4.5% | -28.2% | +23.7% | +8.7% |
| 6M | +25.3% | -32.7% | +58.0% | +45.7% |
| YTD | +18.9% | -10.1% | +29.0% | +23.7% |
| 1Y | +11.9% | -4.9% | +16.8% | +14.1% |
| 3Y | +278.0% | +120.4% | +157.6% | +180.0% |
| 5Y | +306.4% | +114.3% | +192.2% | +202.3% |
| 10Y | +955.2% | +324.8% | +630.4% | +502.7% |
| All | +127,881.2% | +15,426.2% | +112,455.1% | +22,854.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling