+355.9%
APH vs CRS
+1,417.0%
-1,061.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | +5.0% | -0.2% | +5.2% | +5.0% |
| 30D | -3.9% | -16.6% | +12.8% | +1.3% |
| 3M | +13.0% | -3.5% | +16.4% | +14.1% |
| 6M | +25.2% | +15.4% | +9.7% | +19.3% |
| YTD | +22.9% | +51.2% | -28.3% | +8.4% |
| 1Y | +47.8% | +98.3% | -50.5% | +19.8% |
| 3Y | +283.0% | +651.5% | -368.5% | +115.3% |
| All | +355.9% | +1,417.0% | -1,061.1% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling