+883.4%
APH vs CAG
-38.1%
+921.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.9% | +4.2% |
| 7D | -5.9% | +5.8% | -11.8% | -6.3% |
| 30D | -14.8% | +16.4% | -31.2% | -15.9% |
| 3M | -12.4% | +3.8% | -16.2% | -12.8% |
| 6M | +8.1% | +10.8% | -2.8% | +6.7% |
| YTD | +10.9% | -5.8% | +16.8% | +11.2% |
| 1Y | +8.8% | -2.4% | +11.2% | +8.4% |
| 3Y | +262.1% | -33.4% | +295.5% | +275.0% |
| 5Y | +283.1% | -39.4% | +322.6% | +301.8% |
| All | +883.4% | -38.1% | +921.5% | +902.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling