+926.2%
APH vs CLSK
-80.2%
+1,006.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.9% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | -8.0% | -32.9% | +24.9% | -7.2% |
| 3M | -5.0% | -40.0% | +35.0% | -4.0% |
| 6M | +29.9% | -51.7% | +81.6% | +31.7% |
| YTD | +18.0% | -31.7% | +49.7% | +18.5% |
| 1Y | +11.3% | -50.8% | +62.1% | +12.4% |
| 3Y | +274.9% | +84.8% | +190.2% | +266.6% |
| 5Y | +300.6% | -67.8% | +368.4% | +293.4% |
| All | +926.2% | -80.2% | +1,006.4% | +893.4% |
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