+6,501.6%
APH vs CF
+4,965.4%
+1,536.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.8% | -5.0% |
| 7D | -2.4% | -6.9% | +4.5% | -0.7% |
| 30D | -9.5% | -3.7% | -5.7% | -8.8% |
| 3M | -7.6% | -5.0% | -2.7% | -7.1% |
| 6M | +12.4% | -10.5% | +22.9% | +13.8% |
| YTD | +17.5% | +46.5% | -29.0% | +1.7% |
| 1Y | +16.4% | +34.8% | -18.4% | +2.9% |
| 3Y | +281.6% | +46.7% | +234.9% | +220.9% |
| 5Y | +317.7% | +112.0% | +205.7% | +199.0% |
| 10Y | +967.8% | +529.7% | +438.1% | +411.3% |
| All | +6,501.6% | +4,965.4% | +1,536.2% | +1,251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling