+90.5%
APH vs HWM
+426.8%
-336.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.8% | -53.6% | -50.0% |
| 7D | -48.7% | -3.1% | -45.6% | -48.9% |
| 30D | -51.9% | -11.0% | -40.9% | -50.2% |
| 3M | -43.6% | +4.0% | -47.6% | -45.9% |
| 6M | -37.5% | -0.2% | -37.3% | -39.3% |
| YTD | -38.6% | +26.7% | -65.3% | -46.9% |
| 1Y | -26.3% | +44.7% | -71.0% | -40.1% |
| All | +90.5% | +426.8% | -336.3% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling