+201.6%
ARM vs APH
+273.2%
-71.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.2% | +0.9% | +0.5% |
| 7D | -18.7% | -2.4% | -16.3% | -16.8% |
| 30D | -36.7% | -9.5% | -27.2% | -30.4% |
| 3M | -31.6% | -7.6% | -24.0% | -26.2% |
| 6M | -5.6% | +12.4% | -18.0% | -14.4% |
| YTD | +75.5% | +17.5% | +57.9% | +41.5% |
| 1Y | +19.3% | +16.4% | +2.9% | -4.0% |
| 3Y | +258.6% | +281.6% | -23.0% | -45.5% |
| All | +201.6% | +273.2% | -71.6% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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