+944.2%
APH vs PM
+254.9%
+689.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +0.4% | -7.1% | +7.4% | +2.3% |
| 30D | -8.0% | -2.8% | -5.2% | -7.5% |
| 3M | -5.0% | +6.3% | -11.3% | -6.9% |
| 6M | +29.9% | +9.6% | +20.3% | +25.1% |
| YTD | +18.0% | +25.6% | -7.6% | +8.0% |
| 1Y | +11.3% | +29.7% | -18.3% | +0.7% |
| 3Y | +274.9% | +147.6% | +127.4% | +155.8% |
| 5Y | +300.6% | +160.1% | +140.5% | +163.7% |
| 10Y | +944.2% | +260.9% | +683.3% | +505.8% |
| All | +944.2% | +254.9% | +689.3% | +505.8% |
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