+90.5%
APH vs PM
+117.4%
-27.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.5% | -45.2% | -47.9% |
| 7D | -48.7% | -4.2% | -44.5% | -48.9% |
| 30D | -51.9% | -3.4% | -48.6% | -52.1% |
| 3M | -43.6% | +5.2% | -48.7% | -43.4% |
| 6M | -37.5% | +3.7% | -41.2% | -37.3% |
| YTD | -38.6% | +15.8% | -54.4% | -38.2% |
| 1Y | -26.3% | +17.4% | -43.7% | -25.7% |
| All | +90.5% | +117.4% | -27.0% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling