+951.3%
APH vs COP
+319.0%
+632.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.3% | +9.5% | +8.5% |
| 7D | +1.1% | -8.4% | +9.5% | +3.2% |
| 30D | -7.5% | +0.3% | -7.8% | -7.7% |
| 3M | -4.4% | +15.1% | -19.5% | -8.1% |
| 6M | +26.5% | +19.8% | +6.7% | +19.7% |
| YTD | +20.0% | +46.8% | -26.8% | +6.5% |
| 1Y | +16.9% | +59.7% | -42.9% | +1.0% |
| 3Y | +288.5% | +28.7% | +259.8% | +250.9% |
| 5Y | +310.3% | +110.7% | +199.6% | +210.0% |
| 10Y | +951.3% | +298.3% | +653.0% | +544.8% |
| All | +951.3% | +319.0% | +632.3% | +544.8% |
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