+944.2%
APH vs GM
+229.9%
+714.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.4% | -3.8% | +4.2% | +1.8% |
| 30D | -8.0% | +7.9% | -15.9% | -10.7% |
| 3M | -5.0% | -0.3% | -4.7% | -5.6% |
| 6M | +29.9% | +18.6% | +11.3% | +21.0% |
| YTD | +18.0% | +10.0% | +7.9% | +12.4% |
| 1Y | +11.3% | +25.9% | -14.6% | +1.1% |
| 3Y | +274.9% | +241.2% | +33.7% | +125.8% |
| 5Y | +300.6% | +50.0% | +250.6% | +216.5% |
| 10Y | +944.2% | +215.1% | +729.1% | +494.9% |
| All | +944.2% | +229.9% | +714.3% | +494.9% |
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