+262.1%
APH vs COF
+99.3%
+162.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.5% |
| 7D | -5.9% | -1.5% | -4.5% | -5.4% |
| 30D | -14.8% | +3.0% | -17.8% | -15.8% |
| 3M | -12.4% | -7.9% | -4.5% | -9.7% |
| 6M | +8.1% | +5.2% | +2.9% | +5.4% |
| YTD | +10.9% | -15.7% | +26.7% | +16.5% |
| 1Y | +8.8% | -5.5% | +14.2% | +9.0% |
| 3Y | +262.1% | +100.5% | +161.5% | +185.7% |
| All | +262.1% | +99.3% | +162.8% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling