+4,491.6%
APH vs CRL
+1,379.5%
+3,112.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -47.8% |
| 7D | -48.7% | -2.7% | -46.0% | -48.3% |
| 30D | -51.9% | +10.7% | -62.6% | -53.4% |
| 3M | -43.6% | +55.3% | -98.8% | -51.0% |
| 6M | -37.5% | +60.7% | -98.2% | -46.8% |
| YTD | -38.6% | +44.6% | -83.3% | -46.3% |
| 1Y | -26.3% | +77.7% | -104.1% | -40.1% |
| 3Y | +89.2% | +37.6% | +51.6% | +57.3% |
| 5Y | +119.8% | -35.8% | +155.6% | +125.6% |
| 10Y | +454.3% | +241.7% | +212.5% | +224.1% |
| All | +4,491.6% | +1,379.5% | +3,112.1% | +1,830.6% |
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