+417.8%
APH vs COMP
-47.7%
+465.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +5.0% | +1.4% | +3.6% | +4.8% |
| 30D | -3.9% | -13.3% | +9.4% | -2.4% |
| 3M | +13.0% | +41.1% | -28.1% | +8.2% |
| 6M | +25.2% | +17.2% | +8.0% | +21.3% |
| YTD | +22.9% | +5.2% | +17.7% | +20.1% |
| 1Y | +47.8% | +18.9% | +28.9% | +41.8% |
| 3Y | +283.0% | +215.9% | +67.1% | +216.7% |
| 5Y | +349.7% | -31.2% | +380.8% | +295.9% |
| All | +417.8% | -47.7% | +465.5% | +357.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded COMP 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling