-37.5%
APH vs CNH
+21.0%
-58.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +21.7% | -69.5% | -36.5% |
| 7D | -48.7% | +26.0% | -74.7% | -38.2% |
| 30D | -51.9% | +33.5% | -85.4% | -42.9% |
| 3M | -43.6% | +32.7% | -76.3% | -33.3% |
| 6M | -37.5% | +22.2% | -59.7% | -22.8% |
| All | -37.5% | +21.0% | -58.5% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling