+883.4%
APH vs CLS
+1,628.1%
-744.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | -5.9% | -22.2% | +16.2% | +1.6% |
| 30D | -14.8% | -44.4% | +29.6% | +1.4% |
| 3M | -12.4% | -34.3% | +21.9% | -1.5% |
| 6M | +8.1% | -50.1% | +58.1% | +29.0% |
| YTD | +10.9% | -30.1% | +41.0% | +17.0% |
| 1Y | +8.8% | -39.3% | +48.1% | +18.5% |
| 3Y | +262.1% | +732.7% | -470.7% | +61.1% |
| 5Y | +283.1% | +1,777.2% | -1,494.1% | +27.2% |
| All | +883.4% | +1,628.1% | -744.7% | +170.5% |
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