+16.5%
APH vs CLS
-26.6%
+43.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.6% | 0.0% |
| 7D | +4.9% | +16.3% | -11.4% | -0.4% |
| 30D | -5.4% | -25.7% | +20.3% | +3.0% |
| 3M | -5.5% | -30.9% | +25.4% | +4.7% |
| 6M | +25.9% | -35.5% | +61.4% | +38.7% |
| YTD | +16.4% | -18.7% | +35.1% | +13.1% |
| 1Y | +16.5% | -17.9% | +34.4% | +11.7% |
| All | +16.5% | -26.6% | +43.1% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling