+930.0%
APH vs GM
+205.9%
+724.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | -5.4% | +3.6% | -8.9% | -6.9% |
| 3M | -5.5% | -0.2% | -5.2% | -6.0% |
| 6M | +25.9% | +13.9% | +12.0% | +18.9% |
| YTD | +16.4% | +6.5% | +9.9% | +12.2% |
| 1Y | +16.5% | +20.7% | -4.2% | +7.4% |
| 3Y | +270.9% | +229.5% | +41.4% | +126.0% |
| 5Y | +289.5% | +41.5% | +248.0% | +214.2% |
| All | +930.0% | +205.9% | +724.1% | +496.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling