+944.2%
APH vs CP
+255.9%
+688.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.4% | -0.7% | +1.1% | +0.8% |
| 30D | -8.0% | +9.6% | -17.6% | -12.5% |
| 3M | -5.0% | +2.2% | -7.2% | -6.6% |
| 6M | +29.9% | +11.1% | +18.8% | +21.7% |
| YTD | +18.0% | +28.2% | -10.2% | +1.9% |
| 1Y | +11.3% | +32.2% | -20.8% | -5.5% |
| 3Y | +274.9% | +35.5% | +239.4% | +205.4% |
| 5Y | +300.6% | +26.8% | +273.8% | +232.6% |
| All | +944.2% | +255.9% | +688.3% | +442.5% |
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