+16.4%
APH vs CARR
-1.4%
+17.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -9.5% | +0.3% | -9.8% | -9.7% |
| 3M | -7.6% | -14.9% | +7.3% | -1.5% |
| 6M | +12.4% | -14.9% | +27.2% | +20.0% |
| YTD | +17.5% | +7.0% | +10.5% | +15.5% |
| 1Y | +16.4% | -1.8% | +18.2% | +16.6% |
| All | +16.4% | -1.4% | +17.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling