+282.2%
APH vs COP
+113.7%
+168.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | -5.9% | -11.5% | +5.6% | -4.5% |
| 30D | -14.8% | +5.0% | -19.8% | -15.4% |
| 3M | -12.4% | +17.5% | -29.9% | -14.6% |
| 6M | +8.1% | +16.2% | -8.2% | +5.3% |
| YTD | +10.9% | +48.8% | -37.8% | +1.9% |
| 1Y | +8.8% | +64.1% | -55.3% | -2.4% |
| 3Y | +262.1% | +25.7% | +236.4% | +237.9% |
| All | +282.2% | +113.7% | +168.4% | +219.3% |
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