+944.2%
APH vs CCL
-29.3%
+973.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | -8.0% | +16.5% | -24.4% | -11.0% |
| 3M | -5.0% | +11.2% | -16.2% | -7.5% |
| 6M | +29.9% | +22.6% | +7.3% | +23.4% |
| YTD | +18.0% | +2.6% | +15.4% | +15.7% |
| 1Y | +11.3% | +17.0% | -5.6% | +5.9% |
| 3Y | +274.9% | +145.5% | +129.4% | +198.5% |
| 5Y | +300.6% | +36.1% | +264.5% | +235.2% |
| 10Y | +944.2% | -29.4% | +973.7% | +834.4% |
| All | +944.2% | -29.3% | +973.5% | +834.4% |
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