+270.9%
APH vs CCJ
+67.4%
+203.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.3% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | -5.4% | -13.2% | +7.8% | -0.8% |
| 3M | -5.5% | -27.6% | +22.2% | +4.8% |
| 6M | +25.9% | -38.7% | +64.6% | +46.1% |
| YTD | +16.4% | -22.7% | +39.1% | +23.8% |
| 1Y | +16.5% | -17.6% | +34.1% | +21.5% |
| 3Y | +270.9% | +62.7% | +208.2% | +199.3% |
| All | +270.9% | +67.4% | +203.5% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling