+951.3%
APH vs CRL
+400.8%
+550.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +6.7% |
| 7D | +1.1% | +4.4% | -3.3% | -0.1% |
| 30D | -7.5% | +17.1% | -24.6% | -12.0% |
| 3M | -4.4% | +32.1% | -36.5% | -12.7% |
| 6M | +26.5% | +98.9% | -72.5% | +0.6% |
| YTD | +20.0% | +77.1% | -57.1% | -2.1% |
| 1Y | +16.9% | +110.3% | -93.4% | -10.1% |
| 3Y | +288.5% | +108.5% | +180.0% | +177.1% |
| 5Y | +310.3% | -7.9% | +318.1% | +291.0% |
| 10Y | +951.3% | +368.9% | +582.4% | +429.0% |
| All | +951.3% | +400.8% | +550.5% | +429.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling