+285.6%
APH vs CNH
+9.6%
+276.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.2% | 0.0% |
| 7D | +5.0% | +23.3% | -18.3% | -0.1% |
| 30D | -3.9% | +33.5% | -37.3% | -10.3% |
| 3M | +13.0% | +32.7% | -19.7% | +5.0% |
| 6M | +25.2% | +22.2% | +3.0% | +18.0% |
| YTD | +22.9% | +57.7% | -34.8% | +8.5% |
| 1Y | +47.8% | +28.0% | +19.9% | +37.5% |
| All | +285.6% | +9.6% | +276.1% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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