+282.2%
APH vs CG
-22.2%
+304.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.4% |
| 7D | -5.9% | -1.2% | -4.7% | -5.5% |
| 30D | -14.8% | +5.0% | -19.8% | -16.6% |
| 3M | -12.4% | -18.2% | +5.8% | -6.2% |
| 6M | +8.1% | -20.7% | +28.8% | +16.7% |
| YTD | +10.9% | -31.4% | +42.4% | +25.5% |
| 1Y | +8.8% | -22.3% | +31.0% | +16.9% |
| 3Y | +262.1% | +50.2% | +211.9% | +188.0% |
| All | +282.2% | -22.2% | +304.3% | +272.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling