+282.2%
APH vs CFG
+61.2%
+220.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.4% |
| 7D | -5.9% | -0.9% | -5.0% | -5.6% |
| 30D | -14.8% | +1.1% | -15.9% | -15.2% |
| 3M | -12.4% | -12.0% | -0.4% | -8.4% |
| 6M | +8.1% | -2.2% | +10.3% | +8.5% |
| YTD | +10.9% | +11.4% | -0.5% | +6.0% |
| 1Y | +8.8% | +27.8% | -19.1% | -1.1% |
| 3Y | +262.1% | +173.3% | +88.8% | +147.4% |
| All | +282.2% | +61.2% | +220.9% | +208.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling