+290.1%
APH vs CARR
+7.6%
+282.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +0.2% | +3.2% | -3.0% | -1.1% |
| 30D | -3.3% | -7.7% | +4.3% | -0.1% |
| 3M | +14.0% | -11.9% | +26.0% | +20.0% |
| 6M | +24.4% | +2.0% | +22.4% | +22.8% |
| YTD | +21.4% | +13.2% | +8.3% | +14.1% |
| 1Y | +48.9% | -8.5% | +57.5% | +52.6% |
| 3Y | +290.1% | +5.0% | +285.1% | +265.5% |
| All | +290.1% | +7.6% | +282.5% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling