+306.4%
APH vs CB
+103.6%
+202.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | -8.4% | +8.2% | -16.5% | -9.4% |
| 3M | -4.5% | +6.3% | -10.8% | -5.4% |
| 6M | +25.3% | +16.2% | +9.1% | +21.1% |
| YTD | +18.9% | +19.3% | -0.4% | +13.5% |
| 1Y | +11.9% | +29.2% | -17.3% | +4.0% |
| 3Y | +278.0% | +71.4% | +206.5% | +200.2% |
| 5Y | +306.4% | +104.2% | +202.2% | +188.7% |
| All | +306.4% | +103.6% | +202.8% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling