+888.3%
APH vs CARR
+414.1%
+474.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -0.5% |
| 7D | -2.2% | -4.1% | +1.9% | -0.7% |
| 30D | -4.0% | -11.0% | +6.9% | +0.1% |
| 3M | +7.7% | -16.4% | +24.1% | +14.7% |
| 6M | +17.8% | -2.4% | +20.2% | +18.3% |
| YTD | +19.2% | +8.4% | +10.8% | +14.7% |
| 1Y | +35.7% | -8.0% | +43.7% | +38.1% |
| 3Y | +282.9% | +0.6% | +282.3% | +271.2% |
| 5Y | +345.6% | +7.7% | +337.9% | +306.5% |
| All | +888.3% | +414.1% | +474.2% | +614.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling