+132,206.3%
APH vs CCL
+566.8%
+131,639.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +5.0% | -5.0% | +10.0% | +6.3% |
| 30D | -3.9% | -20.3% | +16.5% | +2.0% |
| 3M | +13.0% | -15.1% | +28.1% | +17.5% |
| 6M | +25.2% | -15.1% | +40.3% | +29.4% |
| YTD | +22.9% | -21.8% | +44.7% | +29.4% |
| 1Y | +47.8% | -24.8% | +72.6% | +56.2% |
| 3Y | +283.0% | +51.9% | +231.2% | +223.3% |
| 5Y | +349.7% | +4.0% | +345.6% | +281.5% |
| 10Y | +1,061.2% | -42.2% | +1,103.5% | +835.1% |
| All | +132,206.3% | +566.8% | +131,639.4% | +48,925.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CCL 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling