+247.7%
APH vs CB
+74.6%
+173.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.5% |
| 7D | -12.7% | +2.6% | -15.3% | -12.1% |
| 30D | -19.2% | +11.2% | -30.4% | -16.8% |
| 3M | -16.7% | +5.7% | -22.4% | -15.2% |
| 6M | +5.1% | +15.9% | -10.8% | +9.0% |
| YTD | +6.6% | +20.2% | -13.6% | +11.1% |
| 1Y | +3.9% | +32.4% | -28.5% | +8.1% |
| All | +247.7% | +74.6% | +173.1% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling