+40.2%
APH vs CARR
-8.6%
+48.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -3.0% | -8.7% | +5.7% | +0.2% |
| 3M | +5.7% | -18.4% | +24.1% | +13.5% |
| 6M | +20.0% | -0.6% | +20.6% | +21.5% |
| YTD | +20.8% | +10.9% | +9.9% | +20.4% |
| 1Y | +40.2% | -7.3% | +47.5% | +41.1% |
| All | +40.2% | -8.6% | +48.9% | +41.1% |
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 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