+3,693.5%
APH vs PM
+841.2%
+2,852.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -7.4% |
| 7D | -12.7% | -3.4% | -9.4% | -11.4% |
| 30D | -19.2% | +5.8% | -25.0% | -21.2% |
| 3M | -16.7% | +6.7% | -23.3% | -19.4% |
| 6M | +5.1% | +19.9% | -14.8% | -4.9% |
| YTD | +6.6% | +27.8% | -21.2% | -7.3% |
| 1Y | +3.9% | +39.4% | -35.5% | -13.5% |
| 3Y | +246.0% | +146.9% | +99.1% | +106.7% |
| 5Y | +268.0% | +166.6% | +101.4% | +106.9% |
| 10Y | +868.2% | +242.1% | +626.2% | +343.3% |
| All | +3,693.5% | +841.2% | +2,852.3% | +690.3% |
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