+132,206.3%
APH vs CP
+9,059.1%
+123,147.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +5.0% | -2.7% | +7.6% | +6.0% |
| 30D | -3.9% | +0.2% | -4.0% | -4.1% |
| 3M | +13.0% | +2.6% | +10.4% | +11.2% |
| 6M | +25.2% | +6.0% | +19.2% | +21.5% |
| YTD | +22.9% | +24.9% | -2.0% | +11.1% |
| 1Y | +47.8% | +20.1% | +27.7% | +35.5% |
| 3Y | +283.0% | +16.4% | +266.6% | +250.9% |
| 5Y | +349.7% | +31.7% | +317.9% | +288.2% |
| 10Y | +1,061.2% | +223.9% | +837.4% | +590.8% |
| All | +132,206.3% | +9,059.1% | +123,147.1% | +26,218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CP 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling