+162.2%
ARM vs APH
+238.4%
-76.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -9.3% | -3.7% | -4.2% |
| 7D | -27.1% | -12.7% | -14.4% | -16.7% |
| 30D | -44.9% | -19.2% | -25.7% | -32.2% |
| 3M | -39.3% | -16.7% | -22.6% | -27.4% |
| 6M | -20.2% | +5.1% | -25.3% | -22.3% |
| YTD | +52.5% | +6.6% | +46.0% | +35.5% |
| 1Y | +4.1% | +3.9% | +0.2% | -5.9% |
| 3Y | +211.7% | +246.0% | -34.3% | -47.7% |
| All | +162.2% | +238.4% | -76.2% | -55.0% |
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