+16.4%
APH vs COF
-4.4%
+20.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.0% | -5.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -9.5% | +5.7% | -15.2% | -11.1% |
| 3M | -7.6% | -6.7% | -0.9% | -5.5% |
| 6M | +12.4% | +9.5% | +2.9% | +8.0% |
| YTD | +17.5% | -13.9% | +31.4% | +15.4% |
| 1Y | +16.4% | -5.1% | +21.5% | +8.4% |
| All | +16.4% | -4.4% | +20.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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