+247.7%
APH vs CAPR
+200.7%
+47.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -9.3% |
| 7D | -12.7% | +29.7% | -42.4% | -12.8% |
| 30D | -19.2% | +11.0% | -30.1% | -19.2% |
| 3M | -16.7% | +118.8% | -135.5% | -16.9% |
| 6M | +5.1% | -73.9% | +79.0% | +5.3% |
| YTD | +6.6% | -70.2% | +76.8% | +6.7% |
| 1Y | +3.9% | +38.3% | -34.4% | +4.7% |
| All | +247.7% | +200.7% | +47.0% | +232.0% |
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