+90.5%
APH vs CFG
+180.9%
-90.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.8% | -50.6% | -48.7% |
| 7D | -48.7% | +0.9% | -49.6% | -49.2% |
| 30D | -51.9% | -3.8% | -48.1% | -51.6% |
| 3M | -43.6% | +11.5% | -55.0% | -46.3% |
| 6M | -37.5% | +19.2% | -56.7% | -42.0% |
| YTD | -38.6% | +23.7% | -62.3% | -43.9% |
| 1Y | -26.3% | +38.8% | -65.2% | -35.6% |
| All | +90.5% | +180.9% | -90.4% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling