+268.0%
APH vs CFG
+61.9%
+206.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -8.2% |
| 7D | -12.7% | -2.2% | -10.6% | -12.0% |
| 30D | -19.2% | +0.4% | -19.5% | -19.3% |
| 3M | -16.7% | -12.6% | -4.1% | -12.7% |
| 6M | +5.1% | +0.6% | +4.5% | +4.5% |
| YTD | +6.6% | +12.4% | -5.9% | +1.5% |
| 1Y | +3.9% | +27.7% | -23.8% | -5.5% |
| 3Y | +246.0% | +172.4% | +73.7% | +136.7% |
| 5Y | +268.0% | +64.0% | +204.0% | +196.2% |
| All | +268.0% | +61.9% | +206.1% | +196.2% |
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