+126,560.3%
APH vs M
+425.5%
+126,134.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.5% | -7.9% |
| 7D | -12.7% | -2.1% | -10.6% | -12.4% |
| 30D | -19.2% | +7.7% | -26.9% | -20.8% |
| 3M | -16.7% | -4.4% | -12.3% | -16.2% |
| 6M | +5.1% | +27.5% | -22.4% | -1.8% |
| YTD | +6.6% | +12.8% | -6.2% | +1.9% |
| 1Y | +3.9% | +20.7% | -16.8% | -2.5% |
| 3Y | +246.0% | +111.3% | +134.7% | +170.0% |
| 5Y | +268.0% | -6.3% | +274.3% | +227.2% |
| 10Y | +868.2% | +1.5% | +866.7% | +587.9% |
| All | +126,560.3% | +425.5% | +126,134.8% | +50,356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling