+268.0%
APH vs HWM
+538.5%
-270.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -6.4% |
| 7D | -12.7% | -2.4% | -10.3% | -11.5% |
| 30D | -19.2% | -13.3% | -5.9% | -13.3% |
| 3M | -16.7% | -31.0% | +14.3% | -0.8% |
| 6M | +5.1% | -17.1% | +22.3% | +13.4% |
| YTD | +6.6% | -1.9% | +8.4% | +5.2% |
| 1Y | +3.9% | -2.4% | +6.3% | +2.9% |
| 3Y | +246.0% | +322.2% | -76.2% | +63.0% |
| 5Y | +268.0% | +509.8% | -241.9% | +39.3% |
| All | +268.0% | +538.5% | -270.5% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling