+453.5%
APH vs CL
+50.5%
+403.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.2% | -46.6% | -47.5% |
| 7D | -48.7% | -2.4% | -46.3% | -48.2% |
| 30D | -51.9% | -4.8% | -47.1% | -51.2% |
| 3M | -43.6% | +4.9% | -48.5% | -44.5% |
| 6M | -37.5% | -5.7% | -31.8% | -36.8% |
| YTD | -38.6% | +14.4% | -53.0% | -41.5% |
| 1Y | -26.3% | +8.7% | -35.1% | -28.9% |
| 3Y | +89.2% | +30.0% | +59.2% | +62.9% |
| 5Y | +119.8% | +28.4% | +91.4% | +88.8% |
| All | +453.5% | +50.5% | +403.1% | +348.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling