+268.0%
APH vs CB
+107.2%
+160.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.2% |
| 7D | -12.7% | +2.6% | -15.3% | -13.0% |
| 30D | -19.2% | +11.2% | -30.4% | -20.4% |
| 3M | -16.7% | +5.7% | -22.4% | -17.4% |
| 6M | +5.1% | +15.9% | -10.8% | +1.8% |
| YTD | +6.6% | +20.2% | -13.6% | +1.7% |
| 1Y | +3.9% | +32.4% | -28.5% | -4.1% |
| 3Y | +246.0% | +75.5% | +170.5% | +172.1% |
| 5Y | +268.0% | +105.5% | +162.5% | +161.4% |
| All | +268.0% | +107.2% | +160.8% | +161.4% |
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