+114,578.9%
APH vs CI
+7,871.8%
+106,707.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -9.0% |
| 7D | -12.7% | +1.0% | -13.7% | -13.0% |
| 30D | -19.2% | +9.9% | -29.0% | -21.2% |
| 3M | -16.7% | +12.1% | -28.8% | -19.3% |
| 6M | +5.1% | +10.6% | -5.5% | +1.5% |
| YTD | +6.6% | +11.4% | -4.8% | +2.4% |
| 1Y | +3.9% | +18.8% | -14.9% | -1.9% |
| 3Y | +246.0% | +2.9% | +243.2% | +226.7% |
| 5Y | +268.0% | +54.5% | +213.5% | +208.2% |
| 10Y | +868.2% | +175.7% | +692.5% | +579.0% |
| All | +114,578.9% | +7,871.8% | +106,707.1% | +38,597.9% |
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