+912.2%
APH vs CLSK
-80.9%
+993.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -1.7% |
| 7D | +4.9% | +8.0% | -3.1% | +4.7% |
| 30D | -5.4% | -27.9% | +22.5% | -4.7% |
| 3M | -5.5% | -42.3% | +36.8% | -4.4% |
| 6M | +25.9% | -50.0% | +75.9% | +27.6% |
| YTD | +16.4% | -34.3% | +50.6% | +17.0% |
| 1Y | +16.5% | -44.5% | +61.0% | +17.4% |
| 3Y | +270.9% | +74.5% | +196.3% | +263.0% |
| 5Y | +289.5% | -69.0% | +358.5% | +282.8% |
| All | +912.2% | -80.9% | +993.2% | +880.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling