+282.2%
APH vs M
-11.5%
+293.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +5.0% |
| 7D | -5.9% | -4.3% | -1.7% | -5.3% |
| 30D | -14.8% | +1.3% | -16.1% | -15.3% |
| 3M | -12.4% | -7.4% | -5.1% | -11.5% |
| 6M | +8.1% | +18.3% | -10.3% | +3.4% |
| YTD | +10.9% | +7.6% | +3.4% | +7.7% |
| 1Y | +8.8% | +17.4% | -8.6% | +3.5% |
| 3Y | +262.1% | +108.4% | +153.7% | +192.9% |
| All | +282.2% | -11.5% | +293.6% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling