+1,059.7%
APH vs COO
+49.3%
+1,010.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +5.0% | -2.2% | +7.2% | +5.8% |
| 30D | -3.9% | -7.0% | +3.1% | -1.4% |
| 3M | +13.0% | +12.2% | +0.8% | +6.9% |
| 6M | +25.2% | -15.1% | +40.3% | +32.2% |
| YTD | +22.9% | -15.1% | +38.0% | +29.6% |
| 1Y | +47.8% | +2.3% | +45.5% | +43.4% |
| 3Y | +283.0% | -23.7% | +306.7% | +302.5% |
| 5Y | +349.7% | -38.9% | +388.6% | +415.3% |
| All | +1,059.7% | +49.3% | +1,010.4% | +852.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling