+944.2%
APH vs CRS
+831.0%
+113.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.5% |
| 7D | +0.4% | +4.4% | -4.0% | -0.7% |
| 30D | -8.0% | -19.1% | +11.2% | -2.6% |
| 3M | -5.0% | -43.2% | +38.2% | +11.0% |
| 6M | +29.9% | -28.9% | +58.8% | +42.3% |
| YTD | +18.0% | -3.0% | +20.9% | +17.7% |
| 1Y | +11.3% | -5.3% | +16.6% | +11.7% |
| 3Y | +274.9% | +363.5% | -88.6% | +136.4% |
| 5Y | +300.6% | +858.2% | -557.6% | +98.7% |
| All | +944.2% | +831.0% | +113.2% | +366.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling