+285.6%
APH vs CLS
+1,229.1%
-943.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +5.0% | +4.6% | +0.4% | +3.4% |
| 30D | -3.9% | -13.9% | +10.0% | -0.2% |
| 3M | +13.0% | -26.6% | +39.5% | +21.5% |
| 6M | +25.2% | +15.4% | +9.7% | +14.8% |
| YTD | +22.9% | +5.7% | +17.3% | +14.7% |
| 1Y | +47.8% | +41.1% | +6.7% | +24.1% |
| All | +285.6% | +1,229.1% | -943.5% | +63.2% |
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