+930.0%
APH vs CFG
+216.2%
+713.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -2.0% |
| 7D | +4.9% | +3.2% | +1.7% | +3.8% |
| 30D | -5.4% | +5.1% | -10.5% | -7.1% |
| 3M | -5.5% | -11.2% | +5.8% | -1.5% |
| 6M | +25.9% | +9.6% | +16.4% | +21.4% |
| YTD | +16.4% | +15.0% | +1.4% | +10.1% |
| 1Y | +16.5% | +29.9% | -13.4% | +5.5% |
| 3Y | +270.9% | +192.1% | +78.8% | +146.6% |
| 5Y | +289.5% | +62.3% | +227.2% | +209.4% |
| All | +930.0% | +216.2% | +713.8% | +541.3% |
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