+934.5%
APH vs CLSK
-81.2%
+1,015.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.8% |
| 7D | -5.0% | -19.4% | +14.4% | -4.6% |
| 30D | -8.4% | -37.4% | +29.0% | -7.4% |
| 3M | -4.5% | -43.3% | +38.8% | -3.4% |
| 6M | +25.3% | -53.7% | +79.0% | +27.1% |
| YTD | +18.9% | -35.1% | +54.0% | +19.6% |
| 1Y | +11.9% | -56.3% | +68.2% | +13.3% |
| 3Y | +278.0% | +75.7% | +202.3% | +270.0% |
| 5Y | +306.4% | -67.7% | +374.1% | +299.4% |
| All | +934.5% | -81.2% | +1,015.7% | +902.7% |
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