+262.1%
APH vs PM
+144.1%
+118.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +3.8% |
| 7D | -5.9% | -5.2% | -0.7% | -6.7% |
| 30D | -14.8% | +2.7% | -17.5% | -14.2% |
| 3M | -12.4% | +6.1% | -18.6% | -11.3% |
| 6M | +8.1% | +18.0% | -9.9% | +10.4% |
| YTD | +10.9% | +26.6% | -15.6% | +14.1% |
| 1Y | +8.8% | +36.7% | -27.9% | +12.4% |
| 3Y | +262.1% | +146.0% | +116.1% | +291.4% |
| All | +262.1% | +144.1% | +118.0% | +291.4% |
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