+119,301.1%
APH vs CRS
+5,303.5%
+113,997.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | -5.9% | -1.7% | -4.3% | -5.3% |
| 30D | -14.8% | -28.8% | +14.0% | -6.2% |
| 3M | -12.4% | -50.0% | +37.6% | +6.8% |
| 6M | +8.1% | -39.2% | +47.3% | +24.3% |
| YTD | +10.9% | -11.4% | +22.4% | +13.3% |
| 1Y | +8.8% | -11.7% | +20.5% | +11.1% |
| 3Y | +262.1% | +319.6% | -57.6% | +125.3% |
| 5Y | +283.1% | +794.8% | -511.6% | +81.7% |
| 10Y | +908.1% | +926.9% | -18.8% | +295.6% |
| All | +119,301.1% | +5,303.5% | +113,997.7% | +24,255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling