+2,001.6%
APH vs CAPR
-99.1%
+2,100.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -5.1% | -42.6% | -47.7% |
| 7D | -48.7% | -6.6% | -42.1% | -48.6% |
| 30D | -51.9% | +139.2% | -191.1% | -52.4% |
| 3M | -43.6% | -66.4% | +22.8% | -43.3% |
| 6M | -37.5% | -63.1% | +25.6% | -37.3% |
| YTD | -38.6% | -67.4% | +28.8% | -38.4% |
| 1Y | -26.3% | +58.2% | -84.6% | -28.8% |
| 3Y | +89.2% | +42.2% | +47.0% | +80.0% |
| 5Y | +119.8% | +87.3% | +32.6% | +106.9% |
| 10Y | +454.3% | -75.3% | +529.5% | +405.2% |
| All | +2,001.6% | -99.1% | +2,100.7% | +1,770.3% |
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 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