+951.3%
APH vs CCL
-27.9%
+979.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.2% | +4.0% | +7.3% |
| 7D | +1.1% | +3.1% | -2.0% | +0.4% |
| 30D | -7.5% | +17.5% | -25.0% | -10.7% |
| 3M | -4.4% | +6.8% | -11.3% | -6.2% |
| 6M | +26.5% | +18.7% | +7.7% | +21.0% |
| YTD | +20.0% | +3.0% | +17.0% | +17.6% |
| 1Y | +16.9% | +17.7% | -0.8% | +11.1% |
| 3Y | +288.5% | +155.6% | +132.9% | +206.8% |
| 5Y | +310.3% | +30.2% | +280.1% | +246.3% |
| 10Y | +951.3% | -28.5% | +979.8% | +844.9% |
| All | +951.3% | -27.9% | +979.2% | +844.9% |
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