-26.3%
APH vs CLX
-20.9%
-5.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.7% | -43.1% | -46.8% |
| 7D | -48.7% | -10.2% | -38.5% | -47.8% |
| 30D | -51.9% | -11.0% | -40.9% | -51.1% |
| 3M | -43.6% | +5.0% | -48.6% | -42.4% |
| 6M | -37.5% | -18.8% | -18.7% | -37.5% |
| YTD | -38.6% | -4.4% | -34.2% | -34.2% |
| 1Y | -26.3% | -21.9% | -4.5% | -27.8% |
| All | -26.3% | -20.9% | -5.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling