+268.0%
APH vs CNH
-17.9%
+285.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.2% |
| 7D | -12.7% | -0.4% | -12.4% | -12.6% |
| 30D | -19.2% | -15.2% | -3.9% | -15.6% |
| 3M | -16.7% | +4.3% | -20.9% | -18.6% |
| 6M | +5.1% | +10.1% | -4.9% | +0.2% |
| YTD | +6.6% | +23.2% | -16.6% | -2.8% |
| 1Y | +3.9% | +8.5% | -4.6% | -1.6% |
| 3Y | +246.0% | +4.1% | +242.0% | +220.6% |
| 5Y | +268.0% | -17.8% | +285.8% | +260.0% |
| All | +268.0% | -17.9% | +285.9% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling