+955.2%
APH vs CG
+308.6%
+646.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -5.0% | +2.0% | -7.0% | -5.7% |
| 30D | -8.4% | +8.5% | -16.9% | -11.4% |
| 3M | -4.5% | -12.1% | +7.6% | -0.3% |
| 6M | +25.3% | -16.4% | +41.7% | +32.9% |
| YTD | +18.9% | -28.0% | +46.9% | +32.2% |
| 1Y | +11.9% | -18.9% | +30.8% | +18.5% |
| 3Y | +278.0% | +51.2% | +226.7% | +201.0% |
| 5Y | +306.4% | -15.9% | +322.3% | +290.2% |
| 10Y | +955.2% | +305.9% | +649.3% | +520.1% |
| All | +955.2% | +308.6% | +646.6% | +520.1% |
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 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