+3.9%
APH vs CMS
-0.1%
+4.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.4% |
| 7D | -12.7% | +1.7% | -14.4% | -12.4% |
| 30D | -19.2% | +8.6% | -27.8% | -18.5% |
| 3M | -16.7% | -0.5% | -16.2% | -16.1% |
| 6M | +5.1% | -4.2% | +9.3% | +5.1% |
| YTD | +6.6% | +3.4% | +3.1% | +4.3% |
| 1Y | +3.9% | +0.4% | +3.5% | +2.4% |
| All | +3.9% | -0.1% | +4.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling