+294.9%
APH vs CAG
-40.1%
+335.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -1.1% |
| 7D | +0.4% | -1.8% | +2.1% | +0.2% |
| 30D | -8.0% | +9.7% | -17.6% | -6.7% |
| 3M | -5.0% | +0.5% | -5.5% | -4.4% |
| 6M | +29.9% | +8.9% | +21.0% | +31.8% |
| YTD | +18.0% | -8.4% | +26.3% | +19.0% |
| 1Y | +11.3% | -8.3% | +19.6% | +12.3% |
| 3Y | +274.9% | -36.1% | +311.0% | +276.0% |
| All | +294.9% | -40.1% | +335.0% | +304.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling