+24.4%
APH vs CDE
-22.2%
+46.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +0.4% | +3.1% | -2.7% | -0.3% |
| 30D | -8.0% | -10.3% | +2.3% | -5.6% |
| 3M | -5.0% | -19.1% | +14.1% | -0.7% |
| All | +24.4% | -22.2% | +46.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 6mo: compounded portfolio wealth divided by compounded CDE 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…
6mo analysis · Full analysis span regression · 6 months rolling