+930.0%
APH vs CP
+257.3%
+672.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.5% |
| 7D | +4.9% | +2.1% | +2.7% | +3.9% |
| 30D | -5.4% | +9.3% | -14.7% | -9.8% |
| 3M | -5.5% | +0.5% | -5.9% | -6.2% |
| 6M | +25.9% | +10.4% | +15.5% | +18.3% |
| YTD | +16.4% | +28.7% | -12.3% | +0.3% |
| 1Y | +16.5% | +33.2% | -16.7% | -1.5% |
| 3Y | +270.9% | +38.4% | +232.4% | +198.6% |
| 5Y | +289.5% | +26.2% | +263.3% | +224.3% |
| All | +930.0% | +257.3% | +672.7% | +434.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling