+844.5%
APH vs CF
+557.2%
+287.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.2% | -15.5% | -10.5% |
| 7D | -12.7% | +0.4% | -13.1% | -13.0% |
| 30D | -19.2% | +2.2% | -21.4% | -19.7% |
| 3M | -16.7% | +2.1% | -18.8% | -17.6% |
| 6M | +5.1% | -6.5% | +11.7% | +5.2% |
| YTD | +6.6% | +55.6% | -49.0% | -7.0% |
| 1Y | +3.9% | +42.3% | -38.4% | -7.6% |
| 3Y | +246.0% | +55.7% | +190.3% | +193.7% |
| 5Y | +268.0% | +122.4% | +145.6% | +166.0% |
| All | +844.5% | +557.2% | +287.3% | +431.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling