+1,303.1%
APH vs GM
+238.5%
+1,064.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.9% | -49.7% | -48.5% |
| 7D | -48.7% | +2.0% | -50.7% | -49.4% |
| 30D | -51.9% | -1.4% | -50.6% | -52.1% |
| 3M | -43.6% | +5.9% | -49.5% | -45.3% |
| 6M | -37.5% | +12.4% | -49.9% | -40.9% |
| YTD | -38.6% | +8.6% | -47.3% | -41.3% |
| 1Y | -26.3% | +52.6% | -78.9% | -38.5% |
| 3Y | +89.2% | +169.7% | -80.4% | +22.4% |
| 5Y | +119.8% | +87.5% | +32.3% | +57.6% |
| 10Y | +454.3% | +233.0% | +221.3% | +184.0% |
| All | +1,303.1% | +238.5% | +1,064.6% | +521.5% |
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