+268.0%
APH vs CAPR
+126.3%
+141.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -9.3% |
| 7D | -12.7% | +29.7% | -42.4% | -12.9% |
| 30D | -19.2% | +11.0% | -30.1% | -19.2% |
| 3M | -16.7% | +118.8% | -135.5% | -17.2% |
| 6M | +5.1% | -73.9% | +79.0% | +5.5% |
| YTD | +6.6% | -70.2% | +76.8% | +6.8% |
| 1Y | +3.9% | +38.3% | -34.4% | +3.1% |
| 3Y | +246.0% | +199.7% | +46.4% | +211.8% |
| 5Y | +268.0% | +130.6% | +137.4% | +211.4% |
| All | +268.0% | +126.3% | +141.7% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling