+453.5%
APH vs M
-2.2%
+455.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.0% | -52.8% | -48.6% |
| 7D | -48.7% | +2.4% | -51.1% | -49.3% |
| 30D | -51.9% | -9.6% | -42.3% | -51.5% |
| 3M | -43.6% | +0.9% | -44.4% | -44.3% |
| 6M | -37.5% | +22.3% | -59.8% | -40.4% |
| YTD | -38.6% | +6.5% | -45.2% | -40.2% |
| 1Y | -26.3% | +38.8% | -65.1% | -31.6% |
| 3Y | +89.2% | +115.9% | -26.7% | +57.7% |
| 5Y | +119.8% | +28.6% | +91.2% | +91.1% |
| All | +453.5% | -2.2% | +455.7% | +316.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling