+998.3%
APH vs HWM
+1,494.1%
-495.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +5.0% | -2.1% | +7.1% | +5.6% |
| 30D | -3.9% | -11.0% | +7.1% | -0.1% |
| 3M | +13.0% | +4.0% | +8.9% | +11.0% |
| 6M | +25.2% | -0.2% | +25.4% | +24.3% |
| YTD | +22.9% | +26.7% | -3.7% | +12.5% |
| 1Y | +47.8% | +44.7% | +3.1% | +29.1% |
| 3Y | +283.0% | +426.1% | -143.1% | +116.2% |
| 5Y | +349.7% | +738.5% | -388.8% | +118.0% |
| All | +998.3% | +1,494.1% | -495.8% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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