+851.9%
APH vs HWM
+1,135.2%
-283.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -7.2% |
| 7D | -12.7% | -2.4% | -10.3% | -11.8% |
| 30D | -19.2% | -13.3% | -5.9% | -15.0% |
| 3M | -16.7% | -31.0% | +14.3% | -5.4% |
| 6M | +5.1% | -17.1% | +22.3% | +11.5% |
| YTD | +6.6% | -1.9% | +8.4% | +6.4% |
| 1Y | +3.9% | -2.4% | +6.3% | +4.0% |
| 3Y | +246.0% | +322.2% | -76.2% | +111.0% |
| 5Y | +268.0% | +509.8% | -241.9% | +98.5% |
| 10Y | +868.2% | +1,453.8% | -585.6% | +307.5% |
| All | +851.9% | +1,135.2% | -283.3% | +300.9% |
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