+951.3%
APH vs CLF
+92.7%
+858.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.0% | +1.2% | +7.0% |
| 7D | +1.1% | -14.1% | +15.2% | +3.9% |
| 30D | -7.5% | -5.5% | -1.9% | -6.6% |
| 3M | -4.4% | 0.0% | -4.4% | -4.8% |
| 6M | +26.5% | +11.3% | +15.2% | +22.5% |
| YTD | +20.0% | -7.7% | +27.7% | +18.2% |
| 1Y | +16.9% | +17.5% | -0.7% | +10.2% |
| 3Y | +288.5% | -25.4% | +313.9% | +273.5% |
| 5Y | +310.3% | -46.0% | +356.3% | +301.6% |
| 10Y | +951.3% | +80.1% | +871.2% | +644.2% |
| All | +951.3% | +92.7% | +858.6% | +644.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling