+16.4%
APH vs CRS
-3.8%
+20.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -5.5% |
| 7D | -2.4% | +4.3% | -6.7% | -4.0% |
| 30D | -9.5% | -25.5% | +16.0% | +0.9% |
| 3M | -7.6% | -48.7% | +41.1% | +19.0% |
| 6M | +12.4% | -31.6% | +44.0% | +30.3% |
| YTD | +17.5% | -7.0% | +24.6% | +19.6% |
| 1Y | +16.4% | -4.5% | +20.9% | +17.1% |
| All | +16.4% | -3.8% | +20.2% | +17.1% |
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