+61,451.9%
APH vs CL
+3,491.1%
+57,960.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.2% | -46.6% | -47.4% |
| 7D | -48.7% | -2.4% | -46.3% | -48.2% |
| 30D | -51.9% | -4.8% | -47.1% | -51.1% |
| 3M | -43.6% | +4.9% | -48.5% | -44.5% |
| 6M | -37.5% | -5.7% | -31.8% | -36.7% |
| YTD | -38.6% | +14.4% | -53.0% | -41.6% |
| 1Y | -26.3% | +8.7% | -35.1% | -29.0% |
| 3Y | +89.2% | +30.0% | +59.2% | +68.5% |
| 5Y | +119.8% | +28.4% | +91.4% | +95.8% |
| 10Y | +454.3% | +50.1% | +404.2% | +363.7% |
| All | +61,451.9% | +3,491.1% | +57,960.8% | +27,491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling