-26.3%
APH vs CLF
+20.0%
-46.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.2% | -56.0% | -48.0% |
| 7D | -48.7% | +5.7% | -54.4% | -48.7% |
| 30D | -51.9% | -1.2% | -50.8% | -51.7% |
| 3M | -43.6% | -13.4% | -30.2% | -42.6% |
| 6M | -37.5% | +15.4% | -53.0% | -38.5% |
| YTD | -38.6% | -5.9% | -32.8% | -39.1% |
| 1Y | -26.3% | +18.8% | -45.2% | -22.7% |
| All | -26.3% | +20.0% | -46.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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