+8.8%
APH vs CB
+29.6%
-20.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +2.6% |
| 7D | -5.9% | +0.2% | -6.2% | -5.6% |
| 30D | -14.8% | +9.1% | -23.9% | -7.9% |
| 3M | -12.4% | +3.4% | -15.8% | -9.4% |
| 6M | +8.1% | +14.1% | -6.0% | +22.8% |
| YTD | +10.9% | +18.0% | -7.1% | +36.4% |
| 1Y | +8.8% | +30.1% | -21.4% | +47.1% |
| All | +8.8% | +29.6% | -20.8% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling