+2,899.1%
APH vs GM
+238.5%
+2,660.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +5.0% | +1.9% | +3.0% | +4.2% |
| 30D | -3.9% | -1.4% | -2.5% | -3.5% |
| 3M | +13.0% | +5.9% | +7.1% | +10.1% |
| 6M | +25.2% | +12.4% | +12.8% | +19.1% |
| YTD | +22.9% | +8.6% | +14.3% | +18.3% |
| 1Y | +47.8% | +52.6% | -4.8% | +24.2% |
| 3Y | +283.0% | +169.7% | +113.4% | +149.4% |
| 5Y | +349.7% | +87.5% | +262.1% | +224.5% |
| 10Y | +1,061.2% | +233.0% | +828.3% | +498.9% |
| All | +2,899.1% | +238.5% | +2,660.6% | +1,237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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