+1,059.7%
APH vs CAPR
-75.6%
+1,135.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +5.0% | -2.0% | +6.9% | +5.0% |
| 30D | -3.9% | +139.2% | -143.1% | -5.3% |
| 3M | +13.0% | -66.4% | +79.3% | +13.6% |
| 6M | +25.2% | -63.1% | +88.3% | +25.7% |
| YTD | +22.9% | -67.4% | +90.4% | +23.6% |
| 1Y | +47.8% | +58.2% | -10.4% | +41.2% |
| 3Y | +283.0% | +42.2% | +240.8% | +255.1% |
| 5Y | +349.7% | +87.3% | +262.4% | +308.6% |
| All | +1,059.7% | -75.6% | +1,135.4% | +902.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling