+14,498.8%
APH vs CLS
+3,265.4%
+11,233.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.3% | -52.1% | -49.1% |
| 7D | -48.7% | -1.6% | -47.1% | -49.1% |
| 30D | -51.9% | -13.9% | -38.0% | -50.6% |
| 3M | -43.6% | -26.6% | -17.0% | -40.0% |
| 6M | -37.5% | +15.4% | -52.9% | -43.0% |
| YTD | -38.6% | +5.7% | -44.3% | -43.0% |
| 1Y | -26.3% | +41.1% | -67.4% | -38.4% |
| 3Y | +89.2% | +1,228.6% | -1,139.4% | -25.3% |
| 5Y | +119.8% | +3,240.6% | -3,120.8% | -36.2% |
| 10Y | +454.3% | +2,760.3% | -2,306.1% | +53.0% |
| All | +14,498.8% | +3,265.4% | +11,233.4% | +3,443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling