+129,097.8%
APH vs CAH
+8,466.8%
+120,631.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +8.0% |
| 7D | +1.1% | +7.8% | -6.8% | -0.9% |
| 30D | -7.5% | +15.5% | -22.9% | -11.0% |
| 3M | -4.4% | +16.3% | -20.7% | -8.3% |
| 6M | +26.5% | +50.0% | -23.6% | +13.4% |
| YTD | +20.0% | +34.7% | -14.7% | +10.4% |
| 1Y | +16.9% | +35.9% | -19.1% | +7.2% |
| 3Y | +288.5% | +178.5% | +110.0% | +192.2% |
| 5Y | +310.3% | +515.7% | -205.4% | +148.7% |
| 10Y | +951.3% | +421.5% | +529.8% | +533.7% |
| All | +129,097.8% | +8,466.8% | +120,631.0% | +51,027.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling