+930.0%
APH vs COP
+342.2%
+587.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | +4.9% | +4.4% | +0.5% | +3.8% |
| 30D | -5.4% | 0.0% | -5.4% | -5.5% |
| 3M | -5.5% | +15.0% | -20.5% | -9.0% |
| 6M | +25.9% | +22.0% | +3.9% | +18.8% |
| YTD | +16.4% | +55.3% | -39.0% | +1.8% |
| 1Y | +16.5% | +64.1% | -47.6% | +0.2% |
| 3Y | +270.9% | +34.1% | +236.8% | +231.8% |
| 5Y | +289.5% | +133.4% | +156.1% | +186.5% |
| All | +930.0% | +342.2% | +587.8% | +526.7% |
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