+61,451.9%
APH vs COP
+4,086.5%
+57,365.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.3% | -49.1% | -48.2% |
| 7D | -48.7% | +3.7% | -52.4% | -49.4% |
| 30D | -51.9% | +17.5% | -69.4% | -54.4% |
| 3M | -43.6% | +13.4% | -56.9% | -46.1% |
| 6M | -37.5% | +17.7% | -55.3% | -41.5% |
| YTD | -38.6% | +46.6% | -85.2% | -46.6% |
| 1Y | -26.3% | +44.6% | -70.9% | -35.9% |
| 3Y | +89.2% | +20.7% | +68.5% | +70.8% |
| 5Y | +119.8% | +185.0% | -65.2% | +45.2% |
| 10Y | +454.3% | +347.0% | +107.3% | +185.2% |
| All | +61,451.9% | +4,086.5% | +57,365.4% | +21,087.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling