+146,029.3%
APH vs M
+396.5%
+145,632.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.3% |
| 7D | +5.0% | +4.7% | +0.2% | +3.8% |
| 30D | -3.9% | -9.6% | +5.8% | -1.6% |
| 3M | +13.0% | +0.9% | +12.1% | +12.1% |
| 6M | +25.2% | +22.3% | +2.9% | +18.4% |
| YTD | +22.9% | +6.5% | +16.4% | +19.7% |
| 1Y | +47.8% | +38.8% | +9.1% | +34.6% |
| 3Y | +283.0% | +115.9% | +167.1% | +198.1% |
| 5Y | +349.7% | +28.6% | +321.0% | +268.1% |
| 10Y | +1,061.2% | -2.5% | +1,063.8% | +734.8% |
| All | +146,029.3% | +396.5% | +145,632.8% | +59,153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded M 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling