+50,367.6%
APH vs COF
+5,862.7%
+44,504.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +5.0% | +1.8% | +3.1% | +4.4% |
| 30D | -3.9% | -0.6% | -3.3% | -3.8% |
| 3M | +13.0% | +20.3% | -7.3% | +7.1% |
| 6M | +25.2% | +13.0% | +12.1% | +20.7% |
| YTD | +22.9% | -8.3% | +31.3% | +25.0% |
| 1Y | +47.8% | -1.5% | +49.3% | +47.0% |
| 3Y | +283.0% | +122.3% | +160.8% | +200.7% |
| 5Y | +349.7% | +52.5% | +297.2% | +282.7% |
| 10Y | +1,061.2% | +264.9% | +796.3% | +648.0% |
| All | +50,367.6% | +5,862.7% | +44,504.9% | +14,369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling