+90.5%
APH vs CP
+17.1%
+73.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.2% | -46.6% | -47.3% |
| 7D | -48.7% | -2.4% | -46.3% | -48.0% |
| 30D | -51.9% | +0.2% | -52.1% | -51.8% |
| 3M | -43.6% | +2.6% | -46.1% | -44.0% |
| 6M | -37.5% | +6.0% | -43.5% | -39.0% |
| YTD | -38.6% | +24.9% | -63.6% | -43.8% |
| 1Y | -26.3% | +20.1% | -46.4% | -31.6% |
| All | +90.5% | +17.1% | +73.4% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling