-11.1%
APH vs CAI
-7.1%
-4.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.6% | -46.1% | -47.6% |
| 7D | -48.7% | -5.0% | -43.7% | -48.3% |
| 30D | -51.9% | +52.4% | -104.3% | -54.7% |
| 3M | -43.6% | +45.1% | -88.6% | -46.5% |
| 6M | -37.5% | +26.2% | -63.8% | -40.4% |
| YTD | -38.6% | -7.1% | -31.6% | -41.1% |
| 1Y | -26.3% | -31.0% | +4.7% | -29.7% |
| All | -11.1% | -7.1% | -4.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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