+1,059.7%
APH vs CL
+50.5%
+1,009.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | +5.0% | -2.2% | +7.1% | +5.5% |
| 30D | -3.9% | -4.8% | +1.0% | -2.8% |
| 3M | +13.0% | +4.9% | +8.1% | +10.8% |
| 6M | +25.2% | -5.7% | +30.9% | +26.3% |
| YTD | +22.9% | +14.4% | +8.6% | +16.8% |
| 1Y | +47.8% | +8.7% | +39.1% | +42.2% |
| 3Y | +283.0% | +30.0% | +253.0% | +228.7% |
| 5Y | +349.7% | +28.4% | +321.3% | +285.1% |
| All | +1,059.7% | +50.5% | +1,009.3% | +836.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded CL 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling