+424.8%
APH vs HWM
+1,494.1%
-1,069.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.8% | -53.6% | -49.7% |
| 7D | -48.7% | -3.1% | -45.6% | -49.1% |
| 30D | -51.9% | -11.0% | -40.9% | -50.9% |
| 3M | -43.6% | +4.0% | -47.6% | -45.5% |
| 6M | -37.5% | -0.2% | -37.3% | -39.0% |
| YTD | -38.6% | +26.7% | -65.3% | -44.9% |
| 1Y | -26.3% | +44.7% | -71.0% | -36.8% |
| 3Y | +89.2% | +426.1% | -336.9% | +4.9% |
| 5Y | +119.8% | +738.5% | -618.7% | +4.7% |
| All | +424.8% | +1,494.1% | -1,069.3% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling