-26.3%
APH vs CF
+62.4%
-88.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.6% | -50.3% | -47.2% |
| 7D | -48.7% | +6.1% | -54.8% | -47.8% |
| 30D | -51.9% | +14.8% | -66.8% | -50.3% |
| 3M | -43.6% | +14.1% | -57.6% | -41.6% |
| 6M | -37.5% | +28.5% | -66.1% | -34.9% |
| YTD | -38.6% | +74.9% | -113.6% | -36.9% |
| 1Y | -26.3% | +61.7% | -88.0% | -23.3% |
| All | -26.3% | +62.4% | -88.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling