+268.0%
APH vs PM
+166.8%
+101.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -9.2% |
| 7D | -12.7% | -3.4% | -9.4% | -12.6% |
| 30D | -19.2% | +5.8% | -25.0% | -19.2% |
| 3M | -16.7% | +6.7% | -23.3% | -16.8% |
| 6M | +5.1% | +19.9% | -14.8% | +3.3% |
| YTD | +6.6% | +27.8% | -21.2% | +3.6% |
| 1Y | +3.9% | +39.4% | -35.5% | -0.5% |
| 3Y | +246.0% | +146.9% | +99.1% | +175.8% |
| 5Y | +268.0% | +166.6% | +101.4% | +180.6% |
| All | +268.0% | +166.8% | +101.2% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling