+122.9%
APH vs CNH
+11.5%
+111.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +21.7% | -69.5% | -50.5% |
| 7D | -48.7% | +26.0% | -74.7% | -51.9% |
| 30D | -51.9% | +33.5% | -85.4% | -55.7% |
| 3M | -43.6% | +32.7% | -76.3% | -48.2% |
| 6M | -37.5% | +22.2% | -59.7% | -41.6% |
| YTD | -38.6% | +57.7% | -96.3% | -47.3% |
| 1Y | -26.3% | +28.0% | -54.3% | -32.6% |
| 3Y | +89.2% | +11.5% | +77.7% | +76.4% |
| All | +122.9% | +11.5% | +111.4% | +96.9% |
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