+282.2%
APH vs CRL
-10.4%
+292.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.8% | -3.7% | +2.1% |
| 7D | -5.9% | -6.1% | +0.2% | -4.4% |
| 30D | -14.8% | +12.4% | -27.2% | -17.2% |
| 3M | -12.4% | +27.1% | -39.5% | -17.6% |
| 6M | +8.1% | +85.7% | -77.7% | -8.0% |
| YTD | +10.9% | +69.2% | -58.3% | -4.3% |
| 1Y | +8.8% | +97.5% | -88.7% | -9.9% |
| 3Y | +262.1% | +86.1% | +176.0% | +186.8% |
| All | +282.2% | -10.4% | +292.5% | +271.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling