+2,606.6%
APH vs GM
+232.3%
+2,374.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.7% | +5.4% |
| 7D | -5.9% | -1.4% | -4.5% | -5.6% |
| 30D | -14.8% | +6.4% | -21.2% | -17.1% |
| 3M | -12.4% | -0.7% | -11.7% | -12.9% |
| 6M | +8.1% | +9.9% | -1.9% | +3.1% |
| YTD | +10.9% | +6.7% | +4.3% | +6.7% |
| 1Y | +8.8% | +26.2% | -17.5% | -1.8% |
| 3Y | +262.1% | +205.0% | +57.0% | +123.4% |
| 5Y | +283.1% | +53.6% | +229.5% | +197.1% |
| 10Y | +908.1% | +233.4% | +674.7% | +415.9% |
| All | +2,606.6% | +232.3% | +2,374.3% | +1,106.4% |
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 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