+1,059.7%
APH vs CB
+218.6%
+841.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.6% |
| 7D | +5.0% | +0.5% | +4.5% | +4.7% |
| 30D | -3.9% | -3.1% | -0.8% | -2.8% |
| 3M | +13.0% | +9.0% | +4.0% | +8.0% |
| 6M | +25.2% | +2.9% | +22.3% | +22.3% |
| YTD | +22.9% | +10.1% | +12.8% | +15.8% |
| 1Y | +47.8% | +22.8% | +25.0% | +32.0% |
| 3Y | +283.0% | +73.8% | +209.2% | +179.8% |
| 5Y | +349.7% | +99.2% | +250.5% | +202.9% |
| All | +1,059.7% | +218.6% | +841.1% | +513.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded CB 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling