-26.3%
APH vs CLBK
+73.3%
-99.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.7% | -48.5% | -47.8% |
| 7D | -48.7% | -0.3% | -48.4% | -48.7% |
| 30D | -51.9% | +9.1% | -61.1% | -51.9% |
| 3M | -43.6% | +27.7% | -71.2% | -43.5% |
| 6M | -37.5% | +40.8% | -78.4% | -37.6% |
| YTD | -38.6% | +66.4% | -105.0% | -38.5% |
| 1Y | -26.3% | +72.4% | -98.7% | -25.6% |
| All | -26.3% | +73.3% | -99.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling