+122.9%
APH vs COO
-38.8%
+161.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.7% | -47.1% | -47.6% |
| 7D | -48.7% | -1.9% | -46.8% | -48.3% |
| 30D | -51.9% | -7.0% | -44.9% | -50.9% |
| 3M | -43.6% | +12.2% | -55.8% | -45.9% |
| 6M | -37.5% | -15.1% | -22.4% | -34.5% |
| YTD | -38.6% | -15.1% | -23.5% | -35.8% |
| 1Y | -26.3% | +2.3% | -28.7% | -28.0% |
| 3Y | +89.2% | -23.7% | +112.9% | +98.0% |
| All | +122.9% | -38.8% | +161.6% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling