+951.3%
APH vs CG
+320.1%
+631.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.6% | +1.6% | +5.7% |
| 7D | +1.1% | +3.0% | -2.0% | 0.0% |
| 30D | -7.5% | +10.1% | -17.6% | -11.1% |
| 3M | -4.4% | -10.8% | +6.4% | -0.8% |
| 6M | +26.5% | -15.2% | +41.7% | +33.4% |
| YTD | +20.0% | -26.9% | +47.0% | +32.7% |
| 1Y | +16.9% | -17.0% | +33.9% | +22.7% |
| 3Y | +288.5% | +54.6% | +233.9% | +206.9% |
| 5Y | +310.3% | -16.7% | +327.0% | +295.6% |
| 10Y | +951.3% | +320.1% | +631.2% | +518.9% |
| All | +951.3% | +320.1% | +631.2% | +518.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling