+955.2%
APH vs CAPR
-68.2%
+1,023.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.9% | +9.0% | -0.8% |
| 7D | -5.0% | +7.6% | -12.7% | -5.1% |
| 30D | -8.4% | +13.3% | -21.6% | -8.6% |
| 3M | -4.5% | +130.4% | -134.9% | -5.9% |
| 6M | +25.3% | -70.8% | +96.1% | +26.1% |
| YTD | +18.9% | -69.3% | +88.2% | +19.5% |
| 1Y | +11.9% | +59.5% | -47.6% | +6.9% |
| 3Y | +278.0% | +216.8% | +61.2% | +243.9% |
| 5Y | +306.4% | +152.7% | +153.7% | +266.4% |
| 10Y | +955.2% | -68.2% | +1,023.4% | +796.3% |
| All | +955.2% | -68.2% | +1,023.4% | +796.3% |
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