+1,059.7%
APH vs M
-2.2%
+1,061.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.4% |
| 7D | +5.0% | +4.7% | +0.2% | +4.1% |
| 30D | -3.9% | -9.6% | +5.8% | -2.3% |
| 3M | +13.0% | +0.9% | +12.1% | +12.4% |
| 6M | +25.2% | +22.3% | +2.9% | +20.3% |
| YTD | +22.9% | +6.5% | +16.4% | +20.6% |
| 1Y | +47.8% | +38.8% | +9.1% | +38.2% |
| 3Y | +283.0% | +115.9% | +167.1% | +221.5% |
| 5Y | +349.7% | +28.6% | +321.0% | +293.8% |
| All | +1,059.7% | -2.2% | +1,061.9% | +779.9% |
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 2016-09-04 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling