+61,451.9%
APH vs CLF
+437.9%
+61,014.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.2% | -56.0% | -49.2% |
| 7D | -48.7% | +5.7% | -54.4% | -49.9% |
| 30D | -51.9% | -1.2% | -50.8% | -52.5% |
| 3M | -43.6% | -13.4% | -30.2% | -43.4% |
| 6M | -37.5% | +15.4% | -53.0% | -40.8% |
| YTD | -38.6% | -5.9% | -32.8% | -40.4% |
| 1Y | -26.3% | +18.8% | -45.2% | -32.3% |
| 3Y | +89.2% | -19.4% | +108.6% | +77.2% |
| 5Y | +119.8% | -47.7% | +167.5% | +113.2% |
| 10Y | +454.3% | +130.4% | +323.9% | +254.9% |
| All | +61,451.9% | +437.9% | +61,014.1% | +22,760.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling