+285.6%
APH vs CCJ
+175.9%
+109.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +5.0% | +0.7% | +4.2% | +4.7% |
| 30D | -3.9% | +6.9% | -10.7% | -5.9% |
| 3M | +13.0% | -11.6% | +24.6% | +16.6% |
| 6M | +25.2% | -16.2% | +41.4% | +29.9% |
| YTD | +22.9% | +10.1% | +12.8% | +17.1% |
| 1Y | +47.8% | +32.3% | +15.6% | +31.3% |
| All | +285.6% | +175.9% | +109.8% | +178.2% |
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