+930.0%
APH vs M
-7.1%
+937.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.0% |
| 7D | +4.9% | +7.0% | -2.1% | +3.7% |
| 30D | -5.4% | +8.9% | -14.3% | -7.0% |
| 3M | -5.5% | +4.5% | -10.0% | -6.5% |
| 6M | +25.9% | +36.2% | -10.3% | +18.5% |
| YTD | +16.4% | +15.1% | +1.2% | +12.3% |
| 1Y | +16.5% | +27.4% | -11.0% | +10.3% |
| 3Y | +270.9% | +160.1% | +110.7% | +201.4% |
| 5Y | +289.5% | -1.6% | +291.1% | +255.2% |
| All | +930.0% | -7.1% | +937.1% | +688.1% |
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