+44,300.6%
APH vs CCJ
+1,091.6%
+43,209.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +3.0% |
| 7D | -5.9% | -7.3% | +1.4% | -4.1% |
| 30D | -14.8% | -20.0% | +5.1% | -9.9% |
| 3M | -12.4% | -23.8% | +11.4% | -6.4% |
| 6M | +8.1% | -42.4% | +50.5% | +23.4% |
| YTD | +10.9% | -22.1% | +33.0% | +16.5% |
| 1Y | +8.8% | -20.8% | +29.6% | +13.7% |
| 3Y | +262.1% | +75.7% | +186.3% | +200.5% |
| 5Y | +283.1% | +167.4% | +115.7% | +173.9% |
| 10Y | +908.1% | +826.3% | +81.8% | +367.7% |
| All | +44,300.6% | +1,091.6% | +43,209.0% | +18,566.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling