+355.9%
APH vs CAG
-40.1%
+396.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.8% |
| 7D | +5.0% | -3.8% | +8.7% | +4.7% |
| 30D | -3.9% | +3.1% | -7.0% | -3.7% |
| 3M | +13.0% | +23.5% | -10.5% | +14.3% |
| 6M | +25.2% | -14.8% | +40.0% | +25.8% |
| YTD | +22.9% | -5.4% | +28.4% | +23.6% |
| 1Y | +47.8% | -11.8% | +59.6% | +48.6% |
| 3Y | +283.0% | -36.7% | +319.7% | +286.5% |
| All | +355.9% | -40.1% | +396.0% | +365.0% |
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