+126,376.5%
APH vs CMS
+1,149.2%
+125,227.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.5% |
| 7D | -2.4% | +4.1% | -6.5% | -3.5% |
| 30D | -9.5% | +10.9% | -20.3% | -12.2% |
| 3M | -7.6% | -0.2% | -7.4% | -7.8% |
| 6M | +12.4% | -4.7% | +17.1% | +13.2% |
| YTD | +17.5% | +3.9% | +13.6% | +15.5% |
| 1Y | +16.4% | +0.4% | +16.1% | +15.4% |
| 3Y | +281.6% | +38.8% | +242.8% | +240.2% |
| 5Y | +317.7% | +37.1% | +280.6% | +271.3% |
| 10Y | +967.8% | +132.7% | +835.2% | +708.6% |
| All | +126,376.5% | +1,149.2% | +125,227.3% | +53,989.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling