+285.6%
APH vs CLX
-32.8%
+318.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +5.0% | -9.2% | +14.2% | +4.9% |
| 30D | -3.9% | -11.0% | +7.2% | -3.9% |
| 3M | +13.0% | +5.0% | +7.9% | +12.7% |
| 6M | +25.2% | -18.8% | +44.0% | +25.0% |
| YTD | +22.9% | -4.4% | +27.3% | +23.6% |
| 1Y | +47.8% | -21.9% | +69.7% | +48.5% |
| All | +285.6% | -32.8% | +318.4% | +276.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling