+878.2%
APH vs CARR
+397.5%
+480.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.9% |
| 7D | +0.4% | -1.9% | +2.3% | +1.2% |
| 30D | -8.0% | -1.1% | -6.9% | -7.6% |
| 3M | -5.0% | -13.8% | +8.8% | +0.3% |
| 6M | +29.9% | -16.5% | +46.4% | +38.6% |
| YTD | +18.0% | +4.9% | +13.0% | +14.9% |
| 1Y | +11.3% | -2.7% | +14.0% | +11.4% |
| 3Y | +274.9% | +10.4% | +264.5% | +253.2% |
| 5Y | +300.6% | +7.7% | +292.9% | +267.6% |
| All | +878.2% | +397.5% | +480.8% | +616.1% |
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