+247.7%
APH vs CLS
+699.8%
-452.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.0% | +3.7% | -5.3% |
| 7D | -12.7% | -27.3% | +14.6% | -3.7% |
| 30D | -19.2% | -47.0% | +27.9% | -2.3% |
| 3M | -16.7% | -43.3% | +26.6% | -2.2% |
| 6M | +5.1% | -50.8% | +55.9% | +26.2% |
| YTD | +6.6% | -30.4% | +37.0% | +12.3% |
| 1Y | +3.9% | -41.7% | +45.6% | +14.2% |
| All | +247.7% | +699.8% | -452.1% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling