+53,585.0%
APH vs IRM
+9,658.3%
+43,926.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +0.4% | -5.3% | +5.6% | +2.4% |
| 30D | -8.0% | -2.3% | -5.7% | -7.1% |
| 3M | -5.0% | -7.4% | +2.4% | -2.3% |
| 6M | +29.9% | -12.2% | +42.1% | +35.7% |
| YTD | +18.0% | +38.6% | -20.7% | +5.4% |
| 1Y | +11.3% | +14.9% | -3.6% | +5.8% |
| 3Y | +274.9% | +108.2% | +166.8% | +189.6% |
| 5Y | +300.6% | +183.8% | +116.8% | +177.3% |
| 10Y | +944.2% | +512.6% | +431.6% | +446.9% |
| All | +53,585.0% | +9,658.3% | +43,926.7% | +18,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling