+268.0%
APH vs CLF
-49.8%
+317.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.2% | +2.9% | -7.2% |
| 7D | -12.7% | -21.0% | +8.2% | -9.1% |
| 30D | -19.2% | -8.0% | -11.2% | -18.0% |
| 3M | -16.7% | -10.9% | -5.8% | -15.3% |
| 6M | +5.1% | +5.8% | -0.7% | +2.9% |
| YTD | +6.6% | -15.1% | +21.7% | +6.6% |
| 1Y | +3.9% | +7.2% | -3.3% | -0.5% |
| 3Y | +246.0% | -34.2% | +280.2% | +241.3% |
| 5Y | +268.0% | -49.6% | +317.6% | +263.3% |
| All | +268.0% | -49.8% | +317.8% | +263.3% |
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