+883.4%
APH vs CB
+248.0%
+635.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.8% |
| 7D | -5.9% | +0.2% | -6.2% | -6.1% |
| 30D | -14.8% | +9.1% | -23.9% | -17.8% |
| 3M | -12.4% | +3.4% | -15.8% | -13.9% |
| 6M | +8.1% | +14.1% | -6.0% | +1.1% |
| YTD | +10.9% | +18.0% | -7.1% | +1.4% |
| 1Y | +8.8% | +30.1% | -21.4% | -5.1% |
| 3Y | +262.1% | +71.8% | +190.3% | +167.8% |
| 5Y | +283.1% | +101.8% | +181.3% | +157.7% |
| All | +883.4% | +248.0% | +635.4% | +417.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling