+238.9%
CRM vs APH
+1,104.8%
-865.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.6% | -0.2% |
| 7D | -4.4% | +1.4% | -5.8% | -5.0% |
| 30D | +28.1% | -1.2% | +29.4% | +28.2% |
| 3M | +48.8% | +10.3% | +38.6% | +38.7% |
| 6M | +28.3% | +25.2% | +3.1% | +8.7% |
| YTD | -6.0% | +24.6% | -30.6% | -23.3% |
| 1Y | +1.4% | +41.4% | -40.0% | -25.0% |
| 3Y | +11.8% | +297.8% | -286.0% | -62.8% |
| 5Y | -2.0% | +366.0% | -368.0% | -71.1% |
| All | +238.9% | +1,104.8% | -865.9% | -52.7% |
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