+283.5%
APH vs CSGP
-57.8%
+341.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.0% | -10.2% | -6.1% |
| 7D | -2.4% | +18.3% | -20.7% | -2.5% |
| 30D | -9.5% | +17.8% | -27.3% | -10.2% |
| 3M | -7.6% | +9.3% | -16.9% | -8.2% |
| 6M | +12.4% | -7.9% | +20.3% | +14.4% |
| YTD | +17.5% | -51.5% | +69.1% | +35.3% |
| 1Y | +16.4% | -53.3% | +69.7% | +35.2% |
| All | +283.5% | -57.8% | +341.3% | +340.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling