+952.6%
APH vs IRM
+505.0%
+447.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -5.0% | -5.1% | 0.0% | -2.8% |
| 30D | -8.4% | -3.3% | -5.1% | -6.9% |
| 3M | -4.5% | -8.2% | +3.7% | -0.9% |
| 6M | +25.3% | -12.8% | +38.0% | +32.3% |
| YTD | +18.9% | +36.6% | -17.7% | +3.9% |
| 1Y | +11.9% | +11.9% | 0.0% | +6.0% |
| 3Y | +278.0% | +105.1% | +172.8% | +174.1% |
| 5Y | +306.4% | +182.4% | +124.0% | +156.2% |
| All | +952.6% | +505.0% | +447.7% | +382.8% |
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