+453.5%
APH vs CMS
+117.1%
+336.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.6% | -48.4% | -48.0% |
| 7D | -48.7% | +0.2% | -48.9% | -48.8% |
| 30D | -51.9% | -3.6% | -48.3% | -51.5% |
| 3M | -43.6% | -1.9% | -41.6% | -43.6% |
| 6M | -37.5% | -11.0% | -26.6% | -35.7% |
| YTD | -38.6% | +0.2% | -38.8% | -39.2% |
| 1Y | -26.3% | -1.3% | -25.0% | -26.7% |
| 3Y | +89.2% | +35.9% | +53.3% | +64.1% |
| 5Y | +119.8% | +23.1% | +96.7% | +96.1% |
| All | +453.5% | +117.1% | +336.5% | +330.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling