+16.5%
APH vs CAH
+39.8%
-23.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +4.9% | +3.5% | +1.4% | +4.5% |
| 30D | -5.4% | +13.5% | -18.9% | -7.1% |
| 3M | -5.5% | +21.8% | -27.3% | -8.7% |
| 6M | +25.9% | +51.5% | -25.6% | +11.5% |
| YTD | +16.4% | +38.1% | -21.7% | +7.9% |
| 1Y | +16.5% | +37.7% | -21.2% | +7.3% |
| All | +16.5% | +39.8% | -23.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling