+10.2%
CRM vs APH
+285.7%
-275.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -5.0% | +1.6% | -6.6% | -5.1% |
| 30D | +23.6% | -3.0% | +26.6% | +23.9% |
| 3M | +39.6% | +5.7% | +33.9% | +37.4% |
| 6M | +23.4% | +20.0% | +3.5% | +17.5% |
| YTD | -7.4% | +20.8% | -28.2% | -14.0% |
| 1Y | -2.3% | +40.2% | -42.6% | -15.3% |
| All | +10.2% | +285.7% | -275.4% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling