+951.3%
APH vs CAH
+427.0%
+524.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +8.0% |
| 7D | +1.1% | +7.8% | -6.8% | -1.1% |
| 30D | -7.5% | +15.5% | -22.9% | -11.2% |
| 3M | -4.4% | +16.3% | -20.7% | -8.6% |
| 6M | +26.5% | +50.0% | -23.6% | +12.1% |
| YTD | +20.0% | +34.7% | -14.7% | +9.5% |
| 1Y | +16.9% | +35.9% | -19.1% | +6.4% |
| 3Y | +288.5% | +178.5% | +110.0% | +182.3% |
| 5Y | +310.3% | +515.7% | -205.4% | +129.0% |
| 10Y | +951.3% | +421.5% | +529.8% | +471.4% |
| All | +951.3% | +427.0% | +524.3% | +471.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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