+355.9%
APH vs COP
+186.8%
+169.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.0% |
| 7D | +5.0% | +3.0% | +2.0% | +4.5% |
| 30D | -3.9% | +17.5% | -21.4% | -6.2% |
| 3M | +13.0% | +13.4% | -0.4% | +10.7% |
| 6M | +25.2% | +17.7% | +7.4% | +21.1% |
| YTD | +22.9% | +46.6% | -23.6% | +13.2% |
| 1Y | +47.8% | +44.6% | +3.2% | +36.2% |
| 3Y | +283.0% | +20.7% | +262.3% | +259.8% |
| All | +355.9% | +186.8% | +169.1% | +238.3% |
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