-26.3%
APH vs CG
-24.3%
-2.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.9% | -44.9% | -46.8% |
| 7D | -48.7% | -4.6% | -44.1% | -47.5% |
| 30D | -51.9% | -5.1% | -46.9% | -50.8% |
| 3M | -43.6% | +8.7% | -52.2% | -44.4% |
| 6M | -37.5% | -9.2% | -28.3% | -36.0% |
| YTD | -38.6% | -18.9% | -19.8% | -35.8% |
| 1Y | -26.3% | -25.6% | -0.7% | -23.0% |
| All | -26.3% | -24.3% | -2.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling