+132,206.3%
APH vs CMS
+1,104.8%
+131,101.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +5.0% | +0.4% | +4.6% | +4.9% |
| 30D | -3.9% | -3.6% | -0.3% | -2.9% |
| 3M | +13.0% | -1.9% | +14.9% | +13.2% |
| 6M | +25.2% | -11.0% | +36.1% | +28.7% |
| YTD | +22.9% | +0.2% | +22.7% | +22.3% |
| 1Y | +47.8% | -1.3% | +49.2% | +47.5% |
| 3Y | +283.0% | +35.9% | +247.1% | +243.9% |
| 5Y | +349.7% | +23.1% | +326.6% | +312.8% |
| 10Y | +1,061.2% | +117.9% | +943.3% | +797.2% |
| All | +132,206.3% | +1,104.8% | +131,101.4% | +57,199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CMS 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling