+16.4%
APH vs CRL
+85.3%
-68.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.1% | -4.5% |
| 7D | -2.4% | -12.8% | +10.3% | +0.4% |
| 30D | -9.5% | +5.0% | -14.5% | -10.1% |
| 3M | -7.6% | +39.4% | -47.0% | -13.4% |
| 6M | +12.4% | +89.4% | -77.0% | -1.8% |
| YTD | +17.5% | +63.6% | -46.0% | +5.3% |
| 1Y | +16.4% | +83.5% | -67.1% | +4.3% |
| All | +16.4% | +85.3% | -68.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling