+8.8%
APH vs CCJ
-24.3%
+33.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +2.4% |
| 7D | -5.9% | -7.3% | +1.4% | -3.1% |
| 30D | -14.8% | -20.0% | +5.1% | -7.1% |
| 3M | -12.4% | -23.8% | +11.4% | -3.0% |
| 6M | +8.1% | -42.4% | +50.5% | +30.5% |
| YTD | +10.9% | -22.1% | +33.0% | +11.6% |
| 1Y | +8.8% | -20.8% | +29.6% | +8.6% |
| All | +8.8% | -24.3% | +33.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling