+267.0%
APH vs CLX
-26.6%
+293.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.9% | -9.4% |
| 7D | -12.7% | +12.4% | -25.2% | -13.5% |
| 30D | -19.2% | +21.1% | -40.3% | -20.3% |
| 3M | -16.7% | -3.3% | -13.4% | -16.4% |
| 6M | +5.1% | +18.8% | -13.7% | +3.1% |
| YTD | +6.6% | +3.9% | +2.7% | +6.1% |
| 1Y | +3.9% | -3.8% | +7.7% | +4.2% |
| 3Y | +246.0% | -10.5% | +256.5% | +243.0% |
| All | +267.0% | -26.6% | +293.7% | +268.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling