+1,041.3%
APH vs CRS
+1,306.2%
-264.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.2% |
| 7D | +0.2% | -3.1% | +3.3% | +1.1% |
| 30D | -3.3% | -19.6% | +16.3% | +2.6% |
| 3M | +14.0% | -8.1% | +22.1% | +16.6% |
| 6M | +24.4% | +18.6% | +5.9% | +18.0% |
| YTD | +21.4% | +45.9% | -24.4% | +8.5% |
| 1Y | +48.9% | +82.5% | -33.5% | +24.1% |
| 3Y | +290.1% | +648.9% | -358.8% | +117.2% |
| 5Y | +352.8% | +1,438.1% | -1,085.3% | +99.7% |
| 10Y | +1,041.3% | +1,327.0% | -285.7% | +357.7% |
| All | +1,041.3% | +1,306.2% | -264.9% | +357.7% |
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