+930.0%
APH vs CRL
+350.3%
+579.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +4.9% | +0.1% | +4.7% | +4.9% |
| 30D | -5.4% | +11.9% | -17.3% | -8.7% |
| 3M | -5.5% | +20.2% | -25.6% | -11.0% |
| 6M | +25.9% | +107.5% | -81.6% | -1.2% |
| YTD | +16.4% | +69.4% | -53.1% | -3.8% |
| 1Y | +16.5% | +99.7% | -83.2% | -8.9% |
| 3Y | +270.9% | +98.8% | +172.1% | +168.6% |
| 5Y | +289.5% | -12.4% | +301.9% | +277.6% |
| All | +930.0% | +350.3% | +579.7% | +424.8% |
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