+11.9%
APH vs COO
-9.3%
+21.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -1.0% |
| 7D | -5.0% | +4.5% | -9.5% | -4.8% |
| 30D | -8.4% | +16.9% | -25.3% | -8.4% |
| 3M | -4.5% | -16.7% | +12.2% | -3.0% |
| 6M | +25.3% | +5.9% | +19.3% | +23.4% |
| YTD | +18.9% | -22.4% | +41.4% | +22.1% |
| 1Y | +11.9% | -10.1% | +22.0% | +12.3% |
| All | +11.9% | -9.3% | +21.2% | +12.3% |
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 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