+119,301.1%
APH vs CAH
+8,386.5%
+110,914.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.7% | +3.8% |
| 7D | -5.9% | +8.5% | -14.4% | -8.0% |
| 30D | -14.8% | +17.0% | -31.8% | -18.4% |
| 3M | -12.4% | +14.6% | -27.0% | -15.7% |
| 6M | +8.1% | +42.5% | -34.5% | -1.9% |
| YTD | +10.9% | +33.5% | -22.5% | +2.3% |
| 1Y | +8.8% | +38.5% | -29.8% | -0.7% |
| 3Y | +262.1% | +179.0% | +83.1% | +172.1% |
| 5Y | +283.1% | +507.2% | -224.1% | +133.0% |
| 10Y | +908.1% | +448.9% | +459.2% | +499.8% |
| All | +119,301.1% | +8,386.5% | +110,914.6% | +47,254.1% |
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