+955.2%
APH vs CLS
+1,742.7%
-787.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -5.0% | -13.9% | +8.8% | -0.5% |
| 30D | -8.4% | -38.2% | +29.8% | +5.7% |
| 3M | -4.5% | -28.8% | +24.3% | +4.9% |
| 6M | +25.3% | -40.4% | +65.7% | +41.7% |
| YTD | +18.9% | -24.3% | +43.2% | +22.4% |
| 1Y | +11.9% | -35.0% | +47.0% | +19.5% |
| 3Y | +278.0% | +778.7% | -500.7% | +65.5% |
| 5Y | +306.4% | +1,884.8% | -1,578.4% | +32.7% |
| 10Y | +955.2% | +1,761.1% | -805.9% | +184.3% |
| All | +955.2% | +1,742.7% | -787.5% | +184.3% |
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