+951.3%
APH vs CLS
+1,765.4%
-814.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.9% | +0.3% | +5.8% |
| 7D | +1.1% | -10.6% | +11.6% | +4.8% |
| 30D | -7.5% | -38.4% | +31.0% | +6.8% |
| 3M | -4.4% | -29.9% | +25.4% | +5.4% |
| 6M | +26.5% | -40.6% | +67.1% | +43.2% |
| YTD | +20.0% | -24.6% | +44.6% | +23.7% |
| 1Y | +16.9% | -30.8% | +47.7% | +22.4% |
| 3Y | +288.5% | +811.7% | -523.2% | +68.2% |
| 5Y | +310.3% | +1,838.4% | -1,528.1% | +34.9% |
| 10Y | +951.3% | +1,751.5% | -800.2% | +183.5% |
| All | +951.3% | +1,765.4% | -814.1% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling