+290.1%
APH vs CLSK
+196.3%
+93.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.5% | -1.9% |
| 7D | +0.2% | +21.9% | -21.7% | -2.0% |
| 30D | -3.3% | +9.6% | -12.9% | -4.6% |
| 3M | +14.0% | -18.4% | +32.4% | +15.4% |
| 6M | +24.4% | +46.4% | -21.9% | +17.9% |
| YTD | +21.4% | +33.2% | -11.8% | +15.2% |
| 1Y | +48.9% | +47.0% | +1.9% | +37.9% |
| 3Y | +290.1% | +206.4% | +83.7% | +234.6% |
| All | +290.1% | +196.3% | +93.8% | +234.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling