+61,451.9%
APH vs CLX
+2,337.3%
+59,114.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.7% | -43.1% | -46.7% |
| 7D | -48.7% | -10.2% | -38.5% | -46.9% |
| 30D | -51.9% | -11.0% | -40.9% | -50.2% |
| 3M | -43.6% | +5.0% | -48.6% | -43.9% |
| 6M | -37.5% | -18.8% | -18.7% | -34.3% |
| YTD | -38.6% | -4.4% | -34.2% | -38.0% |
| 1Y | -26.3% | -21.9% | -4.5% | -22.3% |
| 3Y | +89.2% | -32.8% | +122.0% | +104.0% |
| 5Y | +119.8% | -34.6% | +154.4% | +134.5% |
| 10Y | +454.3% | -4.7% | +458.9% | +411.7% |
| All | +61,451.9% | +2,337.3% | +59,114.6% | +29,464.5% |
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