+291.1%
APH vs CAH
+194.6%
+96.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | +5.0% | +5.4% | -0.4% | +4.1% |
| 30D | -3.9% | +3.3% | -7.2% | -4.4% |
| 3M | +13.0% | +22.8% | -9.8% | +8.9% |
| 6M | +25.2% | +11.3% | +13.9% | +22.5% |
| YTD | +22.9% | +21.1% | +1.8% | +19.0% |
| 1Y | +47.8% | +67.2% | -19.4% | +36.8% |
| All | +291.1% | +194.6% | +96.5% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling