+3,091.0%
APH vs COPX
+186.2%
+2,904.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +5.0% | -4.0% | +8.9% | +6.6% |
| 30D | -3.9% | +4.5% | -8.4% | -5.8% |
| 3M | +13.0% | +0.8% | +12.1% | +11.9% |
| 6M | +25.2% | +3.2% | +22.0% | +21.6% |
| YTD | +22.9% | +26.7% | -3.8% | +9.6% |
| 1Y | +47.8% | +85.7% | -37.8% | +12.6% |
| 3Y | +283.0% | +151.2% | +131.9% | +150.5% |
| 5Y | +349.7% | +170.0% | +179.7% | +175.7% |
| 10Y | +1,061.2% | +572.9% | +488.3% | +349.8% |
| All | +3,091.0% | +186.2% | +2,904.7% | +1,570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling