-26.3%
APH vs CLSK
+35.0%
-61.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +9.2% | -57.0% | -48.8% |
| 7D | -48.7% | -2.0% | -46.7% | -48.9% |
| 30D | -51.9% | -6.0% | -45.9% | -51.9% |
| 3M | -43.6% | -24.4% | -19.2% | -42.3% |
| 6M | -37.5% | +19.0% | -56.6% | -41.0% |
| YTD | -38.6% | +25.4% | -64.0% | -43.2% |
| 1Y | -26.3% | +39.8% | -66.1% | -32.9% |
| All | -26.3% | +35.0% | -61.3% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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