+16.4%
APH vs CLX
-6.5%
+23.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.7% | -11.9% | -6.0% |
| 7D | -2.4% | +14.2% | -16.6% | -2.2% |
| 30D | -9.5% | +22.7% | -32.1% | -9.2% |
| 3M | -7.6% | -2.8% | -4.9% | -7.2% |
| 6M | +12.4% | +17.7% | -5.3% | +11.2% |
| YTD | +17.5% | +3.3% | +14.2% | +24.1% |
| 1Y | +16.4% | -5.6% | +22.0% | +22.3% |
| All | +16.4% | -6.5% | +23.0% | +22.3% |
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