+25,927.6%
APH vs IRM
+9,964.6%
+15,963.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.3% | -49.1% | -48.2% |
| 7D | -48.7% | -4.8% | -44.0% | -48.1% |
| 30D | -51.9% | -8.1% | -43.9% | -50.8% |
| 3M | -43.6% | -9.7% | -33.9% | -42.0% |
| 6M | -37.5% | +10.0% | -47.5% | -40.0% |
| YTD | -38.6% | +43.0% | -81.6% | -46.1% |
| 1Y | -26.3% | +32.7% | -59.0% | -33.8% |
| 3Y | +89.2% | +102.7% | -13.5% | +46.3% |
| 5Y | +119.8% | +187.6% | -67.8% | +50.3% |
| 10Y | +454.3% | +420.1% | +34.1% | +201.9% |
| All | +25,927.6% | +9,964.6% | +15,963.0% | +8,648.9% |
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 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