+268.0%
APH vs CL
+43.3%
+224.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.3% | -9.3% |
| 7D | -12.7% | +5.9% | -18.7% | -12.3% |
| 30D | -19.2% | +13.8% | -32.9% | -18.6% |
| 3M | -16.7% | +6.4% | -23.1% | -16.2% |
| 6M | +5.1% | +15.6% | -10.5% | +5.5% |
| YTD | +6.6% | +27.9% | -21.3% | +6.3% |
| 1Y | +3.9% | +31.4% | -27.5% | +3.3% |
| 3Y | +246.0% | +41.4% | +204.6% | +213.1% |
| 5Y | +268.0% | +42.8% | +225.2% | +227.1% |
| All | +268.0% | +43.3% | +224.7% | +227.1% |
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 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