+951.3%
APH vs CMS
+127.7%
+823.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.5% | +7.7% | +8.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | -7.5% | +7.1% | -14.5% | -9.5% |
| 3M | -4.4% | -1.3% | -3.2% | -4.3% |
| 6M | +26.5% | -2.7% | +29.1% | +26.6% |
| YTD | +20.0% | +2.6% | +17.4% | +18.1% |
| 1Y | +16.9% | -2.0% | +18.9% | +16.6% |
| 3Y | +288.5% | +39.6% | +248.9% | +234.1% |
| 5Y | +310.3% | +35.3% | +275.0% | +252.9% |
| 10Y | +951.3% | +132.3% | +819.0% | +706.8% |
| All | +951.3% | +127.7% | +823.6% | +706.8% |
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