+300.6%
APH vs COP
+123.2%
+177.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -8.0% | +0.2% | -8.2% | -8.1% |
| 3M | -5.0% | +10.2% | -15.2% | -6.5% |
| 6M | +29.9% | +20.1% | +9.8% | +25.9% |
| YTD | +18.0% | +50.5% | -32.6% | +8.1% |
| 1Y | +11.3% | +56.8% | -45.5% | +1.0% |
| 3Y | +274.9% | +30.3% | +244.7% | +247.8% |
| 5Y | +300.6% | +126.8% | +173.8% | +225.8% |
| All | +300.6% | +123.2% | +177.4% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling