+285.2%
APH vs COO
-40.4%
+325.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.9% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | -5.4% | +14.2% | -19.6% | -9.0% |
| 3M | -5.5% | -18.2% | +12.8% | -0.6% |
| 6M | +25.9% | +5.3% | +20.6% | +21.6% |
| YTD | +16.4% | -23.6% | +39.9% | +24.4% |
| 1Y | +16.5% | -12.7% | +29.2% | +18.8% |
| 3Y | +270.9% | -24.2% | +295.0% | +276.9% |
| All | +285.2% | -40.4% | +325.6% | +327.8% |
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