+883.4%
APH vs COP
+324.3%
+559.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | -5.9% | -11.5% | +5.6% | -3.2% |
| 30D | -14.8% | +5.0% | -19.8% | -15.9% |
| 3M | -12.4% | +17.5% | -29.9% | -16.2% |
| 6M | +8.1% | +16.2% | -8.2% | +3.2% |
| YTD | +10.9% | +48.8% | -37.8% | -1.9% |
| 1Y | +8.8% | +64.1% | -55.3% | -6.6% |
| 3Y | +262.1% | +25.7% | +236.4% | +229.3% |
| 5Y | +283.1% | +114.4% | +168.8% | +188.3% |
| All | +883.4% | +324.3% | +559.1% | +499.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling