+930.2%
APH vs CLSK
-80.4%
+1,010.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +11.1% | +20.4% | -9.3% | +10.7% |
| 30D | -7.3% | -32.6% | +25.3% | -6.5% |
| 3M | -6.2% | -43.8% | +37.7% | -5.0% |
| 6M | +24.9% | -49.2% | +74.1% | +26.5% |
| YTD | +18.4% | -32.4% | +50.8% | +19.0% |
| 1Y | +13.0% | -48.7% | +61.7% | +14.0% |
| 3Y | +276.4% | +82.9% | +193.5% | +268.1% |
| 5Y | +296.4% | -68.1% | +364.5% | +289.3% |
| All | +930.2% | -80.4% | +1,010.6% | +897.6% |
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 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