+2,828.6%
APH vs GM
+245.8%
+2,582.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.1% | +4.2% | +6.7% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -7.5% | +8.4% | -15.8% | -10.5% |
| 3M | -4.4% | +2.6% | -7.0% | -6.0% |
| 6M | +26.5% | +14.3% | +12.2% | +19.1% |
| YTD | +20.0% | +11.0% | +9.1% | +13.9% |
| 1Y | +16.9% | +27.8% | -10.9% | +5.1% |
| 3Y | +288.5% | +246.7% | +41.8% | +128.6% |
| 5Y | +310.3% | +59.6% | +250.7% | +214.1% |
| 10Y | +951.3% | +249.1% | +702.2% | +429.4% |
| All | +2,828.6% | +245.8% | +2,582.9% | +1,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling