+944.2%
APH vs COPX
+322.8%
+621.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +0.4% | -1.5% | +1.9% | +1.2% |
| 30D | -8.0% | -14.0% | +6.0% | -1.9% |
| 3M | -5.0% | -17.1% | +12.1% | +2.4% |
| 6M | +29.9% | -15.9% | +45.8% | +38.3% |
| YTD | +18.0% | +2.6% | +15.3% | +14.3% |
| 1Y | +11.3% | +21.6% | -10.3% | +0.5% |
| 3Y | +274.9% | +142.7% | +132.2% | +145.7% |
| 5Y | +300.6% | +122.2% | +178.4% | +162.8% |
| 10Y | +944.2% | +338.8% | +605.5% | +359.4% |
| All | +944.2% | +322.8% | +621.4% | +359.4% |
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