+126,376.5%
APH vs CI
+7,975.7%
+118,400.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.4% | -9.5% | -7.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.3% |
| 30D | -9.5% | +12.6% | -22.0% | -12.3% |
| 3M | -7.6% | +12.1% | -19.7% | -10.6% |
| 6M | +12.4% | +10.6% | +1.8% | +8.4% |
| YTD | +17.5% | +12.8% | +4.7% | +12.5% |
| 1Y | +16.4% | +18.0% | -1.6% | +10.0% |
| 3Y | +281.6% | +4.2% | +277.4% | +259.1% |
| 5Y | +317.7% | +57.2% | +260.5% | +248.3% |
| 10Y | +967.8% | +179.3% | +788.5% | +646.3% |
| All | +126,376.5% | +7,975.7% | +118,400.8% | +42,434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling