+1,062.5%
APH vs COF
+248.5%
+813.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | -3.0% | -3.4% | +0.4% | -1.8% |
| 3M | +5.7% | +15.4% | -9.7% | -0.4% |
| 6M | +20.0% | +14.4% | +5.6% | +13.4% |
| YTD | +20.8% | -12.0% | +32.8% | +25.3% |
| 1Y | +40.2% | -3.7% | +44.0% | +39.9% |
| 3Y | +288.1% | +121.1% | +167.0% | +173.8% |
| 5Y | +352.5% | +47.8% | +304.7% | +260.5% |
| 10Y | +1,062.5% | +250.3% | +812.1% | +527.4% |
| All | +1,062.5% | +248.5% | +813.9% | +527.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling