+936.8%
APH vs CLSK
-63.3%
+1,000.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.3% |
| 7D | -2.2% | +1.7% | -4.0% | -2.3% |
| 30D | -4.0% | +11.1% | -15.1% | -4.3% |
| 3M | +7.7% | -14.1% | +21.8% | +7.9% |
| 6M | +17.8% | +32.9% | -15.1% | +16.8% |
| YTD | +19.2% | +26.5% | -7.3% | +18.2% |
| 1Y | +35.7% | +27.6% | +8.1% | +34.2% |
| 3Y | +282.9% | +190.9% | +92.0% | +270.0% |
| 5Y | +345.6% | -0.4% | +346.0% | +330.3% |
| All | +936.8% | -63.3% | +1,000.1% | +890.5% |
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