+871.6%
APH vs CRL
+378.4%
+493.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.8% | -3.7% | +1.6% |
| 7D | -5.9% | -6.1% | +0.2% | -4.0% |
| 30D | -14.8% | +12.4% | -27.2% | -17.9% |
| 3M | -12.4% | +27.1% | -39.5% | -19.1% |
| 6M | +8.1% | +85.7% | -77.7% | -12.1% |
| YTD | +10.9% | +69.2% | -58.3% | -8.3% |
| 1Y | +8.8% | +97.5% | -88.7% | -14.7% |
| 3Y | +262.1% | +86.1% | +176.0% | +168.7% |
| 5Y | +283.1% | -10.0% | +293.2% | +266.7% |
| All | +871.6% | +378.4% | +493.2% | +395.7% |
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