+584.9%
APH vs CFG
+396.4%
+188.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.8% | -50.6% | -48.8% |
| 7D | -48.7% | +0.9% | -49.6% | -49.3% |
| 30D | -51.9% | -3.8% | -48.1% | -51.7% |
| 3M | -43.6% | +11.5% | -55.0% | -46.3% |
| 6M | -37.5% | +19.2% | -56.7% | -41.9% |
| YTD | -38.6% | +23.7% | -62.3% | -43.9% |
| 1Y | -26.3% | +38.8% | -65.2% | -35.5% |
| 3Y | +89.2% | +178.9% | -89.7% | +26.4% |
| 5Y | +119.8% | +101.8% | +18.0% | +60.0% |
| 10Y | +454.3% | +317.3% | +137.0% | +179.1% |
| All | +584.9% | +396.4% | +188.6% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling