+453.5%
APH vs COR
+407.6%
+46.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.3% | -50.1% | -48.3% |
| 7D | -48.7% | +3.0% | -51.7% | -49.3% |
| 30D | -51.9% | +4.5% | -56.5% | -52.8% |
| 3M | -43.6% | +22.7% | -66.2% | -47.0% |
| 6M | -37.5% | -9.7% | -27.8% | -36.7% |
| YTD | -38.6% | -1.4% | -37.2% | -39.2% |
| 1Y | -26.3% | +13.9% | -40.3% | -29.9% |
| 3Y | +89.2% | +94.0% | -4.8% | +51.3% |
| 5Y | +119.8% | +184.0% | -64.2% | +54.9% |
| All | +453.5% | +407.6% | +46.0% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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