+4,276.6%
APH vs PM
+752.6%
+3,524.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.7% |
| 7D | +5.0% | -4.9% | +9.8% | +7.1% |
| 30D | -3.9% | -3.4% | -0.5% | -2.8% |
| 3M | +13.0% | +5.2% | +7.8% | +8.9% |
| 6M | +25.2% | +3.7% | +21.4% | +20.1% |
| YTD | +22.9% | +15.8% | +7.2% | +11.9% |
| 1Y | +47.8% | +17.4% | +30.5% | +32.8% |
| 3Y | +283.0% | +116.9% | +166.1% | +142.9% |
| 5Y | +349.7% | +117.3% | +232.3% | +179.6% |
| 10Y | +1,061.2% | +193.8% | +867.5% | +474.5% |
| All | +4,276.6% | +752.6% | +3,524.0% | +853.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling