+285.6%
APH vs CRL
+38.0%
+247.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.2% |
| 7D | +5.0% | -1.0% | +6.0% | +5.1% |
| 30D | -3.9% | +10.7% | -14.5% | -5.8% |
| 3M | +13.0% | +55.3% | -42.3% | +2.9% |
| 6M | +25.2% | +60.7% | -35.5% | +12.5% |
| YTD | +22.9% | +44.6% | -21.7% | +12.6% |
| 1Y | +47.8% | +77.7% | -29.9% | +29.2% |
| All | +285.6% | +38.0% | +247.6% | +239.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling