+883.4%
APH vs PM
+232.9%
+650.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.6% |
| 7D | -5.9% | -5.2% | -0.7% | -4.6% |
| 30D | -14.8% | +2.7% | -17.5% | -15.5% |
| 3M | -12.4% | +5.2% | -17.7% | -13.9% |
| 6M | +8.1% | +17.0% | -8.9% | +1.9% |
| YTD | +10.9% | +25.5% | -14.6% | +1.7% |
| 1Y | +8.8% | +35.5% | -26.7% | -3.0% |
| 3Y | +262.1% | +143.9% | +118.2% | +149.2% |
| 5Y | +283.1% | +161.8% | +121.3% | +152.2% |
| All | +883.4% | +232.9% | +650.5% | +479.5% |
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 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