+345.6%
APH vs CRH
+95.0%
+250.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.4% |
| 7D | -2.2% | -4.8% | +2.5% | 0.0% |
| 30D | -4.0% | -13.1% | +9.1% | +2.4% |
| 3M | +7.7% | -12.0% | +19.7% | +13.3% |
| 6M | +17.8% | -16.9% | +34.7% | +27.1% |
| YTD | +19.2% | -29.0% | +48.2% | +38.7% |
| 1Y | +35.7% | -20.3% | +56.0% | +48.2% |
| 3Y | +282.9% | +69.2% | +213.7% | +181.2% |
| 5Y | +345.6% | +94.6% | +251.0% | +196.1% |
| All | +345.6% | +95.0% | +250.6% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 5y: compounded portfolio wealth divided by compounded CRH 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…
5y analysis · Full analysis span regression · 6 months rolling