+883.4%
APH vs CAPR
-68.5%
+951.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.5% | +4.1% |
| 7D | -5.9% | +41.1% | -47.0% | -6.4% |
| 30D | -14.8% | +11.1% | -25.9% | -15.0% |
| 3M | -12.4% | +115.3% | -127.7% | -13.6% |
| 6M | +8.1% | -73.8% | +81.9% | +8.9% |
| YTD | +10.9% | -68.8% | +79.8% | +11.5% |
| 1Y | +8.8% | +43.3% | -34.5% | +4.2% |
| 3Y | +262.1% | +214.7% | +47.4% | +229.5% |
| 5Y | +283.1% | +141.3% | +141.9% | +245.8% |
| All | +883.4% | -68.5% | +951.9% | +735.1% |
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