+296.4%
ARM vs APH
+92.8%
+203.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -47.8% | +52.0% | +30.1% |
| 7D | -1.2% | -48.7% | +47.5% | +25.4% |
| 30D | -8.2% | -51.9% | +43.7% | +23.4% |
| 3M | -35.9% | -43.6% | +7.6% | -24.9% |
| 6M | +103.1% | -37.5% | +140.7% | +114.0% |
| YTD | +130.6% | -38.6% | +169.3% | +130.7% |
| 1Y | +86.1% | -26.3% | +112.4% | +45.5% |
| All | +296.4% | +92.8% | +203.6% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling