+955.2%
APH vs CRL
+353.6%
+601.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -5.0% | -1.7% | -3.3% | -4.4% |
| 30D | -8.4% | +14.6% | -22.9% | -12.2% |
| 3M | -4.5% | +24.8% | -29.3% | -11.2% |
| 6M | +25.3% | +94.7% | -69.4% | +0.4% |
| YTD | +18.9% | +73.4% | -54.4% | -2.4% |
| 1Y | +11.9% | +104.7% | -92.7% | -13.1% |
| 3Y | +278.0% | +101.1% | +176.9% | +173.0% |
| 5Y | +306.4% | -10.8% | +317.2% | +291.8% |
| 10Y | +955.2% | +358.8% | +596.4% | +434.9% |
| All | +955.2% | +353.6% | +601.6% | +434.9% |
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