+291.1%
APH vs CRS
+683.5%
-392.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +5.0% | -0.2% | +5.2% | +5.0% |
| 30D | -3.9% | -16.6% | +12.8% | +1.7% |
| 3M | +13.0% | -3.5% | +16.4% | +14.2% |
| 6M | +25.2% | +15.4% | +9.7% | +19.0% |
| YTD | +22.9% | +51.2% | -28.3% | +7.5% |
| 1Y | +47.8% | +98.3% | -50.5% | +18.1% |
| All | +291.1% | +683.5% | -392.4% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling