+282.2%
APH vs IRM
+168.2%
+114.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.2% | +3.7% |
| 7D | -5.9% | -8.6% | +2.7% | -1.9% |
| 30D | -14.8% | -8.0% | -6.8% | -11.3% |
| 3M | -12.4% | -12.0% | -0.4% | -7.1% |
| 6M | +8.1% | -18.2% | +26.2% | +17.8% |
| YTD | +10.9% | +31.4% | -20.4% | -2.8% |
| 1Y | +8.8% | +9.2% | -0.4% | +3.3% |
| 3Y | +262.1% | +94.6% | +167.5% | +153.8% |
| All | +282.2% | +168.2% | +114.0% | +123.9% |
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