+1,059.7%
APH vs CP
+220.9%
+838.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +5.0% | -2.7% | +7.6% | +6.3% |
| 30D | -3.9% | +0.2% | -4.0% | -4.1% |
| 3M | +13.0% | +2.6% | +10.4% | +10.8% |
| 6M | +25.2% | +6.0% | +19.2% | +20.5% |
| YTD | +22.9% | +24.9% | -2.0% | +8.2% |
| 1Y | +47.8% | +20.1% | +27.7% | +32.3% |
| 3Y | +283.0% | +16.4% | +266.6% | +240.9% |
| 5Y | +349.7% | +31.7% | +317.9% | +267.0% |
| All | +1,059.7% | +220.9% | +838.9% | +536.0% |
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