+16.4%
APH vs PM
+48.8%
-32.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.7% | -5.6% |
| 7D | -2.4% | +4.3% | -6.7% | -0.9% |
| 30D | -9.5% | +11.5% | -20.9% | -5.7% |
| 3M | -7.6% | +13.0% | -20.7% | -3.1% |
| 6M | +12.4% | +25.9% | -13.5% | +19.2% |
| YTD | +17.5% | +34.0% | -16.5% | +28.3% |
| 1Y | +16.4% | +46.9% | -30.5% | +29.3% |
| All | +16.4% | +48.8% | -32.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling