-3.9%
CRM vs APH
+343.8%
-347.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | -8.1% | -2.2% | -5.9% | -7.4% |
| 30D | +23.1% | -4.0% | +27.1% | +24.2% |
| 3M | +42.5% | +7.7% | +34.8% | +36.3% |
| 6M | +25.3% | +17.8% | +7.5% | +13.4% |
| YTD | -7.8% | +19.2% | -27.0% | -20.1% |
| 1Y | +1.0% | +35.7% | -34.7% | -20.3% |
| 3Y | +10.0% | +282.9% | -272.9% | -63.4% |
| 5Y | -3.9% | +345.6% | -349.5% | -72.2% |
| All | -3.9% | +343.8% | -347.7% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling