+16.4%
APH vs COO
-7.7%
+24.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.9% | -12.1% | -5.9% |
| 7D | -2.4% | +8.4% | -10.8% | -2.1% |
| 30D | -9.5% | +13.5% | -22.9% | -9.3% |
| 3M | -7.6% | -13.8% | +6.1% | -6.2% |
| 6M | +12.4% | +4.7% | +7.7% | +11.3% |
| YTD | +17.5% | -21.4% | +38.9% | +21.1% |
| 1Y | +16.4% | -6.7% | +23.1% | +14.1% |
| All | +16.4% | -7.7% | +24.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling