+61,451.9%
APH vs CAG
+338.4%
+61,113.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.4% | -44.4% | -47.2% |
| 7D | -48.7% | -3.4% | -45.3% | -48.1% |
| 30D | -51.9% | +3.1% | -55.1% | -52.0% |
| 3M | -43.6% | +23.5% | -67.0% | -45.6% |
| 6M | -37.5% | -14.8% | -22.7% | -35.8% |
| YTD | -38.6% | -5.4% | -33.2% | -38.3% |
| 1Y | -26.3% | -11.8% | -14.5% | -25.2% |
| 3Y | +89.2% | -36.7% | +125.9% | +101.7% |
| 5Y | +119.8% | -40.3% | +160.1% | +135.4% |
| 10Y | +454.3% | -37.0% | +491.3% | +466.6% |
| All | +61,451.9% | +338.4% | +61,113.6% | +40,568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling