+919.5%
APH vs CARR
+441.9%
+477.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +5.0% | +1.6% | +3.4% | +4.3% |
| 30D | -3.9% | -8.7% | +4.9% | -0.6% |
| 3M | +13.0% | -12.6% | +25.5% | +18.5% |
| 6M | +25.2% | -1.5% | +26.7% | +25.2% |
| YTD | +22.9% | +14.3% | +8.6% | +16.1% |
| 1Y | +47.8% | -4.6% | +52.4% | +48.2% |
| 3Y | +283.0% | +7.3% | +275.7% | +262.6% |
| 5Y | +349.7% | +11.6% | +338.0% | +304.0% |
| All | +919.5% | +441.9% | +477.5% | +623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling