-26.3%
APH vs COPX
+84.7%
-111.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.4% | -45.4% | -46.6% |
| 7D | -48.7% | -6.0% | -42.7% | -46.7% |
| 30D | -51.9% | +4.5% | -56.5% | -52.4% |
| 3M | -43.6% | +0.8% | -44.4% | -43.6% |
| 6M | -37.5% | +3.2% | -40.7% | -39.2% |
| YTD | -38.6% | +26.7% | -65.4% | -44.9% |
| 1Y | -26.3% | +85.7% | -112.0% | -29.9% |
| All | -26.3% | +84.7% | -111.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling