+247.7%
APH vs COP
+23.1%
+224.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -9.2% |
| 7D | -12.7% | -9.7% | -3.0% | -12.0% |
| 30D | -19.2% | +4.7% | -23.9% | -19.6% |
| 3M | -16.7% | +18.5% | -35.2% | -18.3% |
| 6M | +5.1% | +11.4% | -6.3% | +4.0% |
| YTD | +6.6% | +47.9% | -41.3% | -2.7% |
| 1Y | +3.9% | +59.3% | -55.4% | -7.6% |
| All | +247.7% | +23.1% | +224.7% | +219.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling