+11.9%
APH vs COP
+60.2%
-48.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -0.7% |
| 7D | -5.0% | -6.1% | +1.1% | -6.9% |
| 30D | -8.4% | +1.1% | -9.5% | -7.7% |
| 3M | -4.5% | +10.9% | -15.4% | -0.4% |
| 6M | +25.3% | +20.8% | +4.5% | +35.5% |
| YTD | +18.9% | +48.0% | -29.1% | +32.8% |
| 1Y | +11.9% | +58.5% | -46.6% | +27.9% |
| All | +11.9% | +60.2% | -48.2% | +27.9% |
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