+114,578.9%
APH vs CL
+3,915.2%
+110,663.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.3% | -9.3% |
| 7D | -12.7% | +5.9% | -18.7% | -14.3% |
| 30D | -19.2% | +13.8% | -32.9% | -22.4% |
| 3M | -16.7% | +6.4% | -23.1% | -18.6% |
| 6M | +5.1% | +15.6% | -10.5% | -0.3% |
| YTD | +6.6% | +27.9% | -21.3% | -2.5% |
| 1Y | +3.9% | +31.4% | -27.5% | -5.9% |
| 3Y | +246.0% | +41.4% | +204.6% | +199.0% |
| 5Y | +268.0% | +42.8% | +225.2% | +215.4% |
| 10Y | +868.2% | +79.7% | +788.6% | +662.3% |
| All | +114,578.9% | +3,915.2% | +110,663.6% | +49,278.6% |
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