+279.0%
APH vs CCJ
+72.4%
+206.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.2% |
| 7D | -5.0% | +0.4% | -5.5% | -5.0% |
| 30D | -8.4% | -17.2% | +8.9% | -2.5% |
| 3M | -4.5% | -25.1% | +20.6% | +4.7% |
| 6M | +25.3% | -37.6% | +62.9% | +44.3% |
| YTD | +18.9% | -20.4% | +39.3% | +25.3% |
| 1Y | +11.9% | -22.5% | +34.5% | +18.8% |
| All | +279.0% | +72.4% | +206.6% | +202.9% |
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