+302.7%
APH vs CAVA
+28.6%
+274.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.6% |
| 7D | -2.2% | -12.4% | +10.2% | -0.1% |
| 30D | -4.0% | -11.2% | +7.2% | -2.6% |
| 3M | +7.7% | -33.8% | +41.5% | +14.5% |
| 6M | +17.8% | -32.5% | +50.3% | +24.3% |
| YTD | +19.2% | -8.0% | +27.2% | +18.1% |
| 1Y | +35.7% | -17.1% | +52.8% | +36.3% |
| 3Y | +282.9% | +37.8% | +245.1% | +280.7% |
| All | +302.7% | +28.6% | +274.2% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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