+883.4%
APH vs HWM
+1,472.2%
-588.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.2% |
| 7D | -5.9% | +3.3% | -9.2% | -6.9% |
| 30D | -14.8% | -7.6% | -7.2% | -12.3% |
| 3M | -12.4% | -28.9% | +16.5% | -1.6% |
| 6M | +8.1% | -19.7% | +27.7% | +15.9% |
| YTD | +10.9% | +0.5% | +10.4% | +9.9% |
| 1Y | +8.8% | +0.3% | +8.5% | +7.8% |
| 3Y | +262.1% | +325.8% | -63.8% | +119.8% |
| 5Y | +283.1% | +524.7% | -241.6% | +104.7% |
| All | +883.4% | +1,472.2% | -588.8% | +313.4% |
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