+291.1%
APH vs GM
+179.1%
+112.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +5.0% | +1.9% | +3.0% | +4.4% |
| 30D | -3.9% | -1.4% | -2.5% | -3.6% |
| 3M | +13.0% | +5.9% | +7.1% | +10.7% |
| 6M | +25.2% | +12.4% | +12.8% | +20.3% |
| YTD | +22.9% | +8.6% | +14.3% | +19.1% |
| 1Y | +47.8% | +52.6% | -4.8% | +31.2% |
| All | +291.1% | +179.1% | +112.0% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling