+132,206.2%
APH vs CMI
+19,069.3%
+113,137.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.2% |
| 7D | +5.0% | -0.7% | +5.7% | +5.2% |
| 30D | -3.9% | -13.4% | +9.6% | +1.6% |
| 3M | +13.0% | -17.0% | +30.0% | +21.2% |
| 6M | +25.2% | -1.6% | +26.8% | +25.5% |
| YTD | +22.9% | +11.0% | +12.0% | +17.7% |
| 1Y | +47.8% | +41.9% | +5.9% | +28.9% |
| 3Y | +283.0% | +151.8% | +131.2% | +168.6% |
| 5Y | +349.7% | +163.6% | +186.1% | +208.0% |
| 10Y | +1,061.2% | +472.9% | +588.3% | +490.4% |
| All | +132,206.2% | +19,069.3% | +113,137.0% | +21,736.6% |
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