+122.9%
APH vs CL
+28.4%
+94.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.2% | -46.6% | -47.8% |
| 7D | -48.7% | -2.4% | -46.3% | -48.7% |
| 30D | -51.9% | -4.8% | -47.1% | -51.9% |
| 3M | -43.6% | +4.9% | -48.5% | -43.7% |
| 6M | -37.5% | -5.7% | -31.8% | -37.5% |
| YTD | -38.6% | +14.4% | -53.0% | -39.2% |
| 1Y | -26.3% | +8.7% | -35.1% | -26.6% |
| 3Y | +89.2% | +30.0% | +59.2% | +68.0% |
| All | +122.9% | +28.4% | +94.5% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling