+11.9%
APH vs CLF
+20.2%
-8.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -1.8% |
| 7D | -5.0% | -9.1% | +4.0% | -3.9% |
| 30D | -8.4% | -0.9% | -7.4% | -8.2% |
| 3M | -4.5% | +3.0% | -7.5% | -5.0% |
| 6M | +25.3% | +16.7% | +8.6% | +23.0% |
| YTD | +18.9% | -3.2% | +22.1% | +13.8% |
| 1Y | +11.9% | +24.6% | -12.7% | -2.0% |
| All | +11.9% | +20.2% | -8.3% | -2.0% |
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