+1,055.9%
APH vs IRM
+409.6%
+646.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.2% |
| 7D | +5.0% | -0.5% | +5.4% | +5.1% |
| 30D | -3.9% | -8.1% | +4.2% | -0.6% |
| 3M | +13.0% | -9.7% | +22.6% | +17.3% |
| 6M | +25.2% | +10.0% | +15.2% | +19.6% |
| YTD | +22.9% | +43.0% | -20.1% | +5.3% |
| 1Y | +47.8% | +32.7% | +15.2% | +30.1% |
| 3Y | +283.0% | +102.7% | +180.3% | +178.9% |
| 5Y | +349.7% | +187.6% | +162.1% | +181.6% |
| All | +1,055.9% | +409.6% | +646.3% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling