+6,032.9%
CRM vs APH
+9,785.6%
-3,752.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.5% |
| 7D | +1.3% | +5.0% | -3.7% | -1.6% |
| 30D | +34.3% | -3.9% | +38.2% | +36.5% |
| 3M | +37.7% | +13.0% | +24.7% | +23.2% |
| 6M | +34.9% | +25.2% | +9.8% | +9.9% |
| YTD | -1.6% | +22.9% | -24.6% | -22.2% |
| 1Y | +7.1% | +47.8% | -40.7% | -26.6% |
| 3Y | +19.0% | +283.0% | -264.0% | -59.8% |
| 5Y | -1.3% | +349.7% | -350.9% | -70.1% |
| 10Y | +251.2% | +1,061.2% | -810.1% | -46.2% |
| All | +6,032.9% | +9,785.6% | -3,752.7% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling