+951.3%
APH vs CP
+261.0%
+690.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.0% | +6.2% | +7.2% |
| 7D | +1.1% | +2.8% | -1.7% | -0.4% |
| 30D | -7.5% | +11.3% | -18.8% | -12.7% |
| 3M | -4.4% | +2.9% | -7.3% | -6.3% |
| 6M | +26.5% | +9.8% | +16.7% | +19.3% |
| YTD | +20.0% | +28.5% | -8.5% | +3.6% |
| 1Y | +16.9% | +33.5% | -16.6% | -1.3% |
| 3Y | +288.5% | +31.9% | +256.6% | +221.2% |
| 5Y | +310.3% | +25.5% | +284.8% | +242.8% |
| 10Y | +951.3% | +257.6% | +693.7% | +455.3% |
| All | +951.3% | +261.0% | +690.3% | +455.3% |
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