+1,055.9%
APH vs CAG
-36.5%
+1,092.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +5.0% | -3.8% | +8.7% | +5.3% |
| 30D | -3.9% | +3.1% | -7.0% | -4.2% |
| 3M | +13.0% | +23.5% | -10.5% | +10.2% |
| 6M | +25.2% | -14.8% | +40.0% | +27.4% |
| YTD | +22.9% | -5.4% | +28.4% | +23.2% |
| 1Y | +47.8% | -11.8% | +59.6% | +49.2% |
| 3Y | +283.0% | -36.7% | +319.7% | +300.6% |
| 5Y | +349.7% | -40.3% | +389.9% | +373.0% |
| All | +1,055.9% | -36.5% | +1,092.4% | +1,069.2% |
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