-26.3%
APH vs CRS
+102.1%
-128.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.2% | -47.6% | -47.7% |
| 7D | -48.7% | -3.1% | -45.6% | -48.2% |
| 30D | -51.9% | -16.6% | -35.3% | -49.1% |
| 3M | -43.6% | -3.5% | -40.1% | -42.7% |
| 6M | -37.5% | +15.4% | -53.0% | -40.0% |
| YTD | -38.6% | +51.2% | -89.8% | -44.8% |
| 1Y | -26.3% | +98.3% | -124.6% | -35.9% |
| All | -26.3% | +102.1% | -128.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling