+969.4%
APH vs CLSK
-63.6%
+1,033.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +5.0% | +8.8% | -3.9% | +4.7% |
| 30D | -3.9% | -6.0% | +2.1% | -3.8% |
| 3M | +13.0% | -24.4% | +37.3% | +13.5% |
| 6M | +25.2% | +19.0% | +6.1% | +24.4% |
| YTD | +22.9% | +25.4% | -2.5% | +21.9% |
| 1Y | +47.8% | +39.8% | +8.1% | +46.0% |
| 3Y | +283.0% | +177.7% | +105.3% | +270.4% |
| 5Y | +349.7% | -11.0% | +360.7% | +334.6% |
| All | +969.4% | -63.6% | +1,033.1% | +922.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling