+2,779.7%
APH vs COPX
+125.0%
+2,654.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 3M | -12.4% | -17.2% | +4.8% | -5.7% |
| 6M | +8.1% | -14.5% | +22.5% | +13.9% |
| YTD | +10.9% | -0.4% | +11.4% | +8.9% |
| 1Y | +8.8% | +21.9% | -13.1% | -1.6% |
| 3Y | +262.1% | +123.7% | +138.3% | +148.2% |
| 5Y | +283.1% | +121.8% | +161.3% | +154.8% |
| 10Y | +908.1% | +397.9% | +510.2% | +341.1% |
| All | +2,779.7% | +125.0% | +2,654.8% | +1,559.3% |
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