+848.7%
APA vs CLX
+2,386.6%
-1,537.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | +0.5% | -9.2% | +9.8% | +1.4% |
| 30D | +23.4% | -11.0% | +34.4% | +24.7% |
| 3M | +12.7% | +5.0% | +7.7% | +11.9% |
| 6M | +39.4% | -18.8% | +58.2% | +41.6% |
| YTD | +79.0% | -4.4% | +83.4% | +78.7% |
| 1Y | +88.8% | -21.9% | +110.7% | +92.3% |
| 3Y | +6.4% | -32.8% | +39.1% | +9.4% |
| 5Y | +153.0% | -34.6% | +187.5% | +158.9% |
| 10Y | +7.5% | -4.7% | +12.2% | -1.9% |
| All | +848.7% | +2,386.6% | -1,537.9% | +496.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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