+1,062.4%
APH vs COPX
+606.7%
+455.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | +1.6% | +6.0% | -4.3% | -0.8% |
| 30D | -3.0% | +6.4% | -9.4% | -5.6% |
| 3M | +5.7% | +19.3% | -13.5% | -2.2% |
| 6M | +20.0% | +16.2% | +3.7% | +11.1% |
| YTD | +20.8% | +33.2% | -12.4% | +5.3% |
| 1Y | +40.2% | +90.2% | -50.0% | +5.4% |
| 3Y | +288.1% | +175.7% | +112.4% | +142.4% |
| 5Y | +352.5% | +193.1% | +159.4% | +165.4% |
| 10Y | +1,062.4% | +619.4% | +443.0% | +345.1% |
| All | +1,062.4% | +606.7% | +455.7% | +345.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling