+282.2%
APH vs COO
-41.6%
+323.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.6% |
| 7D | -5.9% | +4.7% | -10.7% | -7.2% |
| 30D | -14.8% | +13.9% | -28.7% | -18.0% |
| 3M | -12.4% | -14.9% | +2.5% | -9.1% |
| 6M | +8.1% | +2.0% | +6.0% | +5.5% |
| YTD | +10.9% | -23.9% | +34.9% | +18.6% |
| 1Y | +8.8% | -9.6% | +18.4% | +9.6% |
| 3Y | +262.1% | -25.4% | +287.5% | +270.6% |
| All | +282.2% | -41.6% | +323.8% | +325.8% |
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