+247.7%
APH vs CP
+28.7%
+219.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.1% |
| 7D | -12.7% | +6.1% | -18.8% | -14.2% |
| 30D | -19.2% | +9.8% | -28.9% | -21.5% |
| 3M | -16.7% | +2.7% | -19.4% | -17.5% |
| 6M | +5.1% | +12.8% | -7.6% | +0.3% |
| YTD | +6.6% | +28.2% | -21.6% | -3.4% |
| 1Y | +3.9% | +34.1% | -30.2% | -7.5% |
| All | +247.7% | +28.7% | +219.1% | +208.3% |
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