+355.9%
APH vs CLF
-47.7%
+403.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | +5.0% | +7.6% | -2.6% | +3.6% |
| 30D | -3.9% | -1.2% | -2.7% | -3.8% |
| 3M | +13.0% | -13.4% | +26.3% | +14.8% |
| 6M | +25.2% | +15.4% | +9.7% | +20.5% |
| YTD | +22.9% | -5.9% | +28.8% | +21.1% |
| 1Y | +47.8% | +18.8% | +29.0% | +37.5% |
| 3Y | +283.0% | -19.4% | +302.4% | +263.6% |
| All | +355.9% | -47.7% | +403.7% | +352.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling