+122.9%
APH vs CMS
+23.4%
+99.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.6% | -48.4% | -47.9% |
| 7D | -48.7% | +0.2% | -48.9% | -48.8% |
| 30D | -51.9% | -3.6% | -48.3% | -51.7% |
| 3M | -43.6% | -1.9% | -41.6% | -43.7% |
| 6M | -37.5% | -11.0% | -26.6% | -36.5% |
| YTD | -38.6% | +0.2% | -38.8% | -39.0% |
| 1Y | -26.3% | -1.3% | -25.0% | -26.7% |
| 3Y | +89.2% | +35.9% | +53.3% | +69.1% |
| All | +122.9% | +23.4% | +99.4% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling