-26.3%
APH vs COP
+46.5%
-72.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.3% | -49.1% | -47.4% |
| 7D | -48.7% | +3.7% | -52.4% | -48.1% |
| 30D | -51.9% | +17.5% | -69.4% | -50.0% |
| 3M | -43.6% | +13.4% | -56.9% | -41.2% |
| 6M | -37.5% | +17.7% | -55.3% | -35.0% |
| YTD | -38.6% | +46.6% | -85.2% | -37.2% |
| 1Y | -26.3% | +44.6% | -70.9% | -25.0% |
| All | -26.3% | +46.5% | -72.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling