+955.2%
APH vs COF
+202.4%
+752.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.4% |
| 7D | -5.0% | -6.2% | +1.1% | -2.7% |
| 30D | -8.4% | -1.7% | -6.6% | -7.8% |
| 3M | -4.5% | -10.2% | +5.7% | -0.6% |
| 6M | +25.3% | +4.2% | +21.1% | +22.7% |
| YTD | +18.9% | -18.2% | +37.2% | +26.8% |
| 1Y | +11.9% | -9.7% | +21.7% | +14.8% |
| 3Y | +278.0% | +95.0% | +182.9% | +180.4% |
| 5Y | +306.4% | +36.8% | +269.6% | +234.0% |
| 10Y | +955.2% | +192.6% | +762.6% | +539.2% |
| All | +955.2% | +202.4% | +752.8% | +539.2% |
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