+1,059.7%
APH vs PM
+194.1%
+865.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.4% |
| 7D | +5.0% | -4.9% | +9.8% | +6.3% |
| 30D | -3.9% | -3.4% | -0.5% | -3.2% |
| 3M | +13.0% | +5.2% | +7.8% | +10.3% |
| 6M | +25.2% | +3.7% | +21.4% | +21.9% |
| YTD | +22.9% | +15.8% | +7.2% | +15.3% |
| 1Y | +47.8% | +17.4% | +30.5% | +37.5% |
| 3Y | +283.0% | +116.9% | +166.1% | +173.4% |
| 5Y | +349.7% | +117.3% | +232.3% | +216.3% |
| All | +1,059.7% | +194.1% | +865.7% | +604.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling