+352.8%
APH vs COPX
+186.1%
+166.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -2.8% |
| 7D | +0.2% | +5.8% | -5.6% | -2.0% |
| 30D | -3.3% | +7.2% | -10.6% | -6.1% |
| 3M | +14.0% | +16.5% | -2.5% | +6.9% |
| 6M | +24.4% | +18.4% | +6.0% | +14.9% |
| YTD | +21.4% | +31.9% | -10.5% | +7.3% |
| 1Y | +48.9% | +88.5% | -39.6% | +15.2% |
| 3Y | +290.1% | +173.1% | +117.0% | +154.7% |
| 5Y | +352.8% | +193.1% | +159.7% | +182.9% |
| All | +352.8% | +186.1% | +166.7% | +182.9% |
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 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