+944.2%
APH vs CFG
+224.4%
+719.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | -8.0% | +3.1% | -11.1% | -9.0% |
| 3M | -5.0% | -9.7% | +4.7% | -1.6% |
| 6M | +29.9% | +6.7% | +23.2% | +26.5% |
| YTD | +18.0% | +15.2% | +2.8% | +11.6% |
| 1Y | +11.3% | +28.8% | -17.4% | +1.1% |
| 3Y | +274.9% | +190.1% | +84.9% | +150.0% |
| 5Y | +300.6% | +63.4% | +237.2% | +217.6% |
| 10Y | +944.2% | +219.8% | +724.5% | +551.0% |
| All | +944.2% | +224.4% | +719.8% | +551.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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