+808.2%
APH vs CNH
+64.7%
+743.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +21.7% | -69.5% | -53.3% |
| 7D | -48.7% | +26.0% | -74.7% | -54.7% |
| 30D | -51.9% | +33.5% | -85.4% | -58.4% |
| 3M | -43.6% | +32.7% | -76.3% | -51.4% |
| 6M | -37.5% | +22.2% | -59.7% | -45.1% |
| YTD | -38.6% | +57.7% | -96.3% | -50.8% |
| 1Y | -26.3% | +28.0% | -54.3% | -36.8% |
| 3Y | +89.2% | +11.5% | +77.7% | +64.8% |
| 5Y | +119.8% | +11.9% | +107.9% | +86.0% |
| 10Y | +454.3% | +162.8% | +291.5% | +239.1% |
| All | +808.2% | +64.7% | +743.5% | +472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling