+247.7%
APH vs CL
+41.3%
+206.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.3% | -9.4% |
| 7D | -12.7% | +5.9% | -18.7% | -10.7% |
| 30D | -19.2% | +13.8% | -32.9% | -15.1% |
| 3M | -16.7% | +6.4% | -23.1% | -14.2% |
| 6M | +5.1% | +15.6% | -10.5% | +11.2% |
| YTD | +6.6% | +27.9% | -21.3% | +16.6% |
| 1Y | +3.9% | +31.4% | -27.5% | +14.7% |
| All | +247.7% | +41.3% | +206.4% | +274.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling