+7.1%
CRM vs APH
-25.2%
+32.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -47.8% | +48.4% | -3.4% |
| 7D | +2.8% | -48.7% | +51.6% | -1.6% |
| 30D | +34.3% | -51.9% | +86.3% | +27.4% |
| 3M | +37.7% | -43.6% | +81.3% | +33.5% |
| 6M | +34.9% | -37.5% | +72.5% | +31.8% |
| YTD | -1.6% | -38.6% | +37.0% | -3.8% |
| 1Y | +7.1% | -26.3% | +33.5% | +10.4% |
| All | +7.1% | -25.2% | +32.4% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1y: compounded portfolio wealth divided by compounded APH 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…
1y analysis · Full analysis span regression · 6 months rolling