+278.0%
APH vs CAPR
+222.5%
+55.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.9% | +9.0% | -0.9% |
| 7D | -5.0% | +7.6% | -12.7% | -5.1% |
| 30D | -8.4% | +13.3% | -21.6% | -8.4% |
| 3M | -4.5% | +130.4% | -134.9% | -4.7% |
| 6M | +25.3% | -70.8% | +96.1% | +25.4% |
| YTD | +18.9% | -69.3% | +88.2% | +19.0% |
| 1Y | +11.9% | +59.5% | -47.6% | +12.5% |
| 3Y | +278.0% | +216.8% | +61.2% | +265.0% |
| All | +278.0% | +222.5% | +55.4% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling