+282.2%
APH vs HWM
+522.4%
-240.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +2.9% |
| 7D | -5.9% | +3.4% | -9.3% | -7.2% |
| 30D | -14.8% | -7.5% | -7.3% | -11.4% |
| 3M | -12.4% | -28.9% | +16.5% | +2.7% |
| 6M | +8.1% | -19.6% | +27.7% | +18.6% |
| YTD | +10.9% | +0.6% | +10.3% | +8.2% |
| 1Y | +8.8% | +0.3% | +8.4% | +6.2% |
| 3Y | +262.1% | +326.1% | -64.1% | +69.7% |
| All | +282.2% | +522.4% | -240.2% | +41.8% |
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