+4,207.7%
APH vs CAPR
-99.1%
+4,306.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +8.3% | -14.4% | -6.2% |
| 7D | -2.4% | +43.2% | -45.6% | -2.8% |
| 30D | -9.5% | +14.7% | -24.1% | -9.6% |
| 3M | -7.6% | +113.9% | -121.5% | -8.6% |
| 6M | +12.4% | -73.4% | +85.8% | +13.0% |
| YTD | +17.5% | -69.1% | +86.6% | +18.0% |
| 1Y | +16.4% | +47.2% | -30.8% | +12.5% |
| 3Y | +281.6% | +210.8% | +70.8% | +259.2% |
| 5Y | +317.7% | +134.1% | +183.6% | +291.6% |
| 10Y | +967.8% | -67.3% | +1,035.2% | +871.2% |
| All | +4,207.7% | -99.1% | +4,306.8% | +3,731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling