+930.0%
APH vs COF
+185.2%
+744.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +4.9% | -3.4% | +8.2% | +6.2% |
| 30D | -5.4% | +0.4% | -5.8% | -5.6% |
| 3M | -5.5% | -12.5% | +7.1% | -0.6% |
| 6M | +25.9% | +8.3% | +17.6% | +21.4% |
| YTD | +16.4% | -18.6% | +34.9% | +24.3% |
| 1Y | +16.5% | -8.6% | +25.1% | +18.8% |
| 3Y | +270.9% | +94.7% | +176.2% | +175.1% |
| 5Y | +289.5% | +35.3% | +254.2% | +221.3% |
| All | +930.0% | +185.2% | +744.8% | +516.8% |
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