+262.1%
APH vs CP
+26.5%
+235.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.6% |
| 7D | -5.9% | +2.8% | -8.7% | -6.7% |
| 30D | -14.8% | +10.2% | -25.0% | -17.5% |
| 3M | -12.4% | +2.4% | -14.8% | -13.3% |
| 6M | +8.1% | +7.7% | +0.4% | +4.7% |
| YTD | +10.9% | +26.0% | -15.0% | +1.0% |
| 1Y | +8.8% | +34.6% | -25.9% | -3.5% |
| 3Y | +262.1% | +26.7% | +235.4% | +222.4% |
| All | +262.1% | +26.5% | +235.6% | +222.4% |
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