+2,204.7%
APH vs CG
+283.8%
+1,920.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.5% | -2.8% | -7.0% |
| 7D | -12.7% | -1.5% | -11.2% | -12.3% |
| 30D | -19.2% | +2.8% | -21.9% | -20.2% |
| 3M | -16.7% | -19.2% | +2.6% | -10.8% |
| 6M | +5.1% | -21.0% | +26.1% | +12.9% |
| YTD | +6.6% | -31.0% | +37.5% | +19.0% |
| 1Y | +3.9% | -21.1% | +25.0% | +10.5% |
| 3Y | +246.0% | +48.8% | +197.2% | +186.1% |
| 5Y | +268.0% | -21.5% | +289.5% | +263.7% |
| 10Y | +868.2% | +298.1% | +570.1% | +478.3% |
| All | +2,204.7% | +283.8% | +1,920.9% | +1,275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling