+2,559.0%
APH vs CG
+351.2%
+2,207.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | +5.0% | -4.3% | +9.3% | +6.5% |
| 30D | -3.9% | -5.1% | +1.2% | -2.4% |
| 3M | +13.0% | +8.7% | +4.3% | +9.0% |
| 6M | +25.2% | -9.2% | +34.4% | +28.2% |
| YTD | +22.9% | -18.9% | +41.8% | +30.2% |
| 1Y | +47.8% | -25.6% | +73.5% | +60.7% |
| 3Y | +283.0% | +57.3% | +225.7% | +211.0% |
| 5Y | +349.7% | +10.2% | +339.5% | +296.9% |
| 10Y | +1,061.2% | +364.2% | +697.0% | +558.5% |
| All | +2,559.0% | +351.2% | +2,207.8% | +1,405.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling