+948.3%
APH vs COP
+335.3%
+613.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | +11.1% | +3.4% | +7.7% | +10.2% |
| 30D | -7.3% | -0.6% | -6.7% | -7.3% |
| 3M | -6.2% | +10.8% | -16.9% | -8.8% |
| 6M | +24.9% | +19.6% | +5.3% | +18.4% |
| YTD | +18.4% | +52.9% | -34.5% | +4.0% |
| 1Y | +13.0% | +62.2% | -49.2% | -2.6% |
| 3Y | +276.4% | +32.4% | +244.0% | +237.8% |
| 5Y | +296.4% | +129.7% | +166.7% | +192.7% |
| All | +948.3% | +335.3% | +613.0% | +540.3% |
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