+90.5%
APH vs CI
+7.7%
+82.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.3% | -50.1% | -47.5% |
| 7D | -48.7% | +1.7% | -50.5% | -48.5% |
| 30D | -51.9% | +4.4% | -56.4% | -51.6% |
| 3M | -43.6% | +0.7% | -44.2% | -43.3% |
| 6M | -37.5% | +0.3% | -37.9% | -37.3% |
| YTD | -38.6% | +3.8% | -42.5% | -38.2% |
| 1Y | -26.3% | -5.5% | -20.8% | -26.1% |
| All | +90.5% | +7.7% | +82.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3y: compounded portfolio wealth divided by compounded CI 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…
3y analysis · Full analysis span regression · 6 months rolling