+1,059.7%
APH vs CCL
-41.6%
+1,101.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +5.0% | -5.0% | +10.0% | +6.1% |
| 30D | -3.9% | -20.3% | +16.5% | +0.8% |
| 3M | +13.0% | -15.1% | +28.1% | +16.6% |
| 6M | +25.2% | -15.1% | +40.3% | +28.6% |
| YTD | +22.9% | -21.8% | +44.7% | +28.2% |
| 1Y | +47.8% | -24.8% | +72.6% | +54.7% |
| 3Y | +283.0% | +51.9% | +231.2% | +237.2% |
| 5Y | +349.7% | +4.0% | +345.6% | +299.0% |
| All | +1,059.7% | -41.6% | +1,101.3% | +971.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling