+268.0%
APH vs COO
-39.4%
+307.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -7.9% | -9.0% |
| 7D | -12.7% | +5.3% | -18.0% | -13.9% |
| 30D | -19.2% | +12.5% | -31.7% | -21.9% |
| 3M | -16.7% | -15.1% | -1.5% | -13.4% |
| 6M | +5.1% | +3.7% | +1.5% | +2.2% |
| YTD | +6.6% | -22.5% | +29.1% | +13.4% |
| 1Y | +3.9% | -7.8% | +11.7% | +4.2% |
| 3Y | +246.0% | -24.1% | +270.1% | +252.8% |
| 5Y | +268.0% | -40.1% | +308.1% | +305.2% |
| All | +268.0% | -39.4% | +307.4% | +305.2% |
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