+1,943.2%
APH vs PM
+752.6%
+1,190.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.5% | -45.2% | -46.7% |
| 7D | -48.7% | -4.2% | -44.5% | -47.3% |
| 30D | -51.9% | -3.4% | -48.6% | -50.9% |
| 3M | -43.6% | +5.2% | -48.7% | -45.0% |
| 6M | -37.5% | +3.7% | -41.2% | -39.4% |
| YTD | -38.6% | +15.8% | -54.4% | -43.6% |
| 1Y | -26.3% | +17.4% | -43.7% | -33.1% |
| 3Y | +89.2% | +116.9% | -27.7% | +21.2% |
| 5Y | +119.8% | +117.3% | +2.5% | +38.1% |
| 10Y | +454.3% | +193.8% | +260.5% | +177.1% |
| All | +1,943.2% | +752.6% | +1,190.6% | +349.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling