+883.4%
APH vs M
-4.2%
+887.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +4.9% |
| 7D | -5.9% | -4.3% | -1.7% | -5.4% |
| 30D | -14.8% | +1.3% | -16.1% | -15.2% |
| 3M | -12.4% | -7.4% | -5.1% | -11.6% |
| 6M | +8.1% | +18.3% | -10.3% | +4.2% |
| YTD | +10.9% | +7.6% | +3.4% | +8.3% |
| 1Y | +8.8% | +17.4% | -8.6% | +4.4% |
| 3Y | +262.1% | +108.4% | +153.7% | +205.1% |
| 5Y | +283.1% | -10.6% | +293.7% | +254.8% |
| All | +883.4% | -4.2% | +887.6% | +660.5% |
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