+1,570.7%
APH vs CNH
+28.6%
+1,542.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.1% |
| 7D | -12.7% | -0.4% | -12.4% | -12.6% |
| 30D | -19.2% | -15.2% | -3.9% | -15.0% |
| 3M | -16.7% | +4.3% | -20.9% | -18.8% |
| 6M | +5.1% | +10.1% | -4.9% | -0.3% |
| YTD | +6.6% | +23.2% | -16.6% | -3.5% |
| 1Y | +3.9% | +8.5% | -4.6% | -2.2% |
| 3Y | +246.0% | +4.1% | +242.0% | +219.5% |
| 5Y | +268.0% | -17.8% | +285.8% | +259.3% |
| 10Y | +868.2% | +113.3% | +754.9% | +563.4% |
| All | +1,570.7% | +28.6% | +1,542.1% | +1,088.9% |
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 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