+5.1%
APH vs COO
+3.2%
+1.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -7.9% | -9.5% |
| 7D | -12.7% | +5.3% | -18.0% | -12.0% |
| 30D | -19.2% | +12.5% | -31.7% | -18.0% |
| 3M | -16.7% | -15.1% | -1.5% | -17.2% |
| 6M | +5.1% | +3.7% | +1.5% | +6.5% |
| All | +5.1% | +3.2% | +1.9% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling