+114,578.9%
APH vs CLX
+2,549.1%
+112,029.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.9% | -9.4% |
| 7D | -12.7% | +12.4% | -25.2% | -15.0% |
| 30D | -19.2% | +21.1% | -40.3% | -22.7% |
| 3M | -16.7% | -3.3% | -13.4% | -16.4% |
| 6M | +5.1% | +18.8% | -13.7% | 0.0% |
| YTD | +6.6% | +3.9% | +2.7% | +4.3% |
| 1Y | +3.9% | -3.8% | +7.7% | +3.3% |
| 3Y | +246.0% | -10.5% | +256.5% | +244.0% |
| 5Y | +268.0% | -26.7% | +294.7% | +277.3% |
| 10Y | +868.2% | +19.9% | +848.3% | +731.0% |
| All | +114,578.9% | +2,549.1% | +112,029.8% | +53,209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling