+355.9%
APH vs IRM
+189.3%
+166.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | +13.0% | -9.7% | +22.6% | +17.6% |
| 6M | +25.2% | +10.0% | +15.2% | +18.8% |
| YTD | +22.9% | +43.0% | -20.1% | +3.5% |
| 1Y | +47.8% | +32.7% | +15.2% | +28.1% |
| 3Y | +283.0% | +102.7% | +180.3% | +164.2% |
| All | +355.9% | +189.3% | +166.6% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling