+883.4%
APH vs CLX
+19.4%
+864.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.9% | +4.1% |
| 7D | -5.9% | +13.6% | -19.5% | -7.0% |
| 30D | -14.8% | +23.4% | -38.2% | -16.5% |
| 3M | -12.4% | -2.8% | -9.6% | -12.2% |
| 6M | +8.1% | +14.0% | -5.9% | +6.3% |
| YTD | +10.9% | +4.2% | +6.8% | +10.1% |
| 1Y | +8.8% | -1.2% | +9.9% | +8.5% |
| 3Y | +262.1% | -12.7% | +274.8% | +262.3% |
| 5Y | +283.1% | -26.5% | +309.6% | +287.5% |
| All | +883.4% | +19.4% | +864.0% | +759.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling