+292.2%
APH vs CART
+21.6%
+270.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +5.0% | +1.0% | +3.9% | +4.9% |
| 30D | -3.9% | +12.6% | -16.5% | -5.0% |
| 3M | +13.0% | +23.1% | -10.1% | +10.5% |
| 6M | +25.2% | +39.5% | -14.4% | +20.0% |
| YTD | +22.9% | +13.5% | +9.4% | +21.0% |
| 1Y | +47.8% | +14.9% | +33.0% | +44.7% |
| All | +292.2% | +21.6% | +270.6% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CART 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling