+453.5%
APH vs CSGP
+45.2%
+408.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.6% | -44.2% | -46.7% |
| 7D | -48.7% | -1.4% | -47.3% | -48.0% |
| 30D | -51.9% | +2.3% | -54.3% | -52.0% |
| 3M | -43.6% | -8.2% | -35.4% | -42.5% |
| 6M | -37.5% | -35.1% | -2.5% | -29.0% |
| YTD | -38.6% | -54.0% | +15.4% | -22.5% |
| 1Y | -26.3% | -65.3% | +39.0% | +2.7% |
| 3Y | +89.2% | -62.6% | +151.8% | +149.1% |
| 5Y | +119.8% | -64.8% | +184.6% | +186.8% |
| All | +453.5% | +45.2% | +408.3% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling