+279.2%
APH vs COPX
+115.8%
+163.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.7% | +3.5% |
| 7D | -5.9% | -1.0% | -5.0% | -5.6% |
| 30D | -14.8% | -14.8% | -0.1% | -9.2% |
| 3M | -12.4% | -17.2% | +4.8% | -5.9% |
| 6M | +8.1% | -14.5% | +22.5% | +13.7% |
| YTD | +10.9% | -0.4% | +11.4% | +9.3% |
| 1Y | +8.8% | +21.9% | -13.1% | -0.7% |
| 3Y | +262.1% | +123.7% | +138.3% | +154.8% |
| All | +279.2% | +115.8% | +163.3% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling