+205.1%
CRM vs APH
+926.5%
-721.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.9% |
| 7D | +2.0% | +4.9% | -2.9% | -0.3% |
| 30D | -7.7% | -5.4% | -2.3% | -6.7% |
| 3M | +8.4% | -5.5% | +13.8% | +8.5% |
| 6M | +31.9% | +25.9% | +6.0% | +10.7% |
| YTD | -17.2% | +16.4% | -33.6% | -31.6% |
| 1Y | -8.6% | +16.5% | -25.1% | -25.2% |
| 3Y | +3.1% | +270.9% | -267.7% | -65.2% |
| 5Y | -27.6% | +289.5% | -317.1% | -76.6% |
| All | +205.1% | +926.5% | -721.3% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling