+278.0%
APH vs CCL
+155.2%
+122.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.0% | +5.8% | -10.8% | -6.5% |
| 30D | -8.4% | +17.3% | -25.6% | -12.5% |
| 3M | -4.5% | +11.3% | -15.8% | -7.7% |
| 6M | +25.3% | +18.5% | +6.8% | +18.3% |
| YTD | +18.9% | +2.8% | +16.1% | +15.6% |
| 1Y | +11.9% | +16.7% | -4.8% | +4.7% |
| 3Y | +278.0% | +146.0% | +131.9% | +196.0% |
| All | +278.0% | +155.2% | +122.7% | +196.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling