+883.4%
APH vs CMS
+125.4%
+758.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.7% |
| 7D | -5.9% | -1.3% | -4.6% | -5.7% |
| 30D | -14.8% | +6.3% | -21.1% | -16.6% |
| 3M | -12.4% | -2.1% | -10.4% | -12.1% |
| 6M | +8.1% | -5.1% | +13.2% | +9.0% |
| YTD | +10.9% | +1.3% | +9.7% | +9.5% |
| 1Y | +8.8% | -1.4% | +10.2% | +8.2% |
| 3Y | +262.1% | +36.9% | +225.1% | +213.6% |
| 5Y | +283.1% | +32.5% | +250.6% | +232.1% |
| All | +883.4% | +125.4% | +758.0% | +673.7% |
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