Stock and ETF performance explorer

APH vs CCL

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1mo.

Portfolio and benchmark returns by period
Period	Portfolio	CCL	Excess	Alpha
1D	-47.8%	-1.6%	-46.2%	N/A
7D	-48.7%	-5.8%	-42.9%	N/A
30D	-51.9%	-20.3%	-31.6%	N/A
All	-51.7%	-19.4%	-32.3%	N/A

Daily percentage return beside CCL.

Portfolio return minus CCL return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1mo: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.