+130,576.0%
APH vs CRH
+5,840.6%
+124,735.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -0.1% |
| 7D | +0.2% | -0.6% | +0.9% | +0.4% |
| 30D | -3.3% | -9.5% | +6.1% | -0.6% |
| 3M | +14.0% | -10.4% | +24.4% | +17.2% |
| 6M | +24.4% | -14.2% | +38.6% | +29.4% |
| YTD | +21.4% | -26.6% | +48.0% | +32.1% |
| 1Y | +48.9% | -18.2% | +67.2% | +56.6% |
| 3Y | +290.1% | +74.9% | +215.2% | +227.6% |
| 5Y | +352.8% | +101.7% | +251.1% | +261.9% |
| 10Y | +1,041.3% | +249.4% | +791.8% | +673.8% |
| All | +130,576.0% | +5,840.6% | +124,735.4% | +66,076.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling