+12.4%
APH vs CLF
+23.7%
-11.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.2% | +3.0% | -4.6% |
| 7D | -2.4% | -7.9% | +5.5% | -1.0% |
| 30D | -9.5% | +5.2% | -14.7% | -9.8% |
| 3M | -7.6% | +4.3% | -11.9% | -8.2% |
| 6M | +12.4% | +25.3% | -12.9% | +8.1% |
| All | +12.4% | +23.7% | -11.3% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling