+13.0%
APH vs CLS
-34.6%
+47.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.9% | +0.3% | +5.6% |
| 7D | +1.1% | -10.6% | +11.6% | +4.9% |
| 30D | -7.5% | -38.4% | +31.0% | +7.1% |
| 3M | -4.4% | -29.9% | +25.4% | +5.8% |
| 6M | +26.5% | -40.6% | +67.1% | +43.5% |
| YTD | +20.0% | -24.6% | +44.6% | +20.2% |
| All | +13.0% | -34.6% | +47.6% | +17.7% |
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