+47.8%
APH vs CF
+62.4%
-14.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.3% |
| 7D | +5.0% | +6.0% | -1.1% | +6.1% |
| 30D | -3.9% | +14.8% | -18.7% | -1.3% |
| 3M | +13.0% | +14.1% | -1.1% | +16.1% |
| 6M | +25.2% | +28.5% | -3.4% | +29.4% |
| YTD | +22.9% | +74.9% | -52.0% | +25.5% |
| 1Y | +47.8% | +61.7% | -13.8% | +52.9% |
| All | +47.8% | +62.4% | -14.6% | +52.9% |
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 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