+8,454.7%
APH vs CRL
+1,505.2%
+6,949.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.3% | -8.1% |
| 7D | -12.7% | -16.8% | +4.1% | -7.7% |
| 30D | -19.2% | +2.6% | -21.8% | -19.9% |
| 3M | -16.7% | +20.1% | -36.7% | -21.5% |
| 6M | +5.1% | +68.8% | -63.7% | -11.4% |
| YTD | +6.6% | +56.9% | -50.4% | -9.3% |
| 1Y | +3.9% | +86.7% | -82.8% | -16.3% |
| 3Y | +246.0% | +72.1% | +173.9% | +168.0% |
| 5Y | +268.0% | -16.6% | +284.6% | +248.2% |
| 10Y | +868.2% | +359.0% | +509.2% | +418.1% |
| All | +8,454.7% | +1,505.2% | +6,949.5% | +3,400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling