+951.3%
APH vs COR
+534.3%
+417.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.7% | +4.5% | +7.3% |
| 7D | +1.1% | +2.3% | -1.3% | +0.5% |
| 30D | -7.5% | +6.8% | -14.3% | -9.1% |
| 3M | -4.4% | +8.1% | -12.5% | -6.6% |
| 6M | +26.5% | +33.0% | -6.5% | +16.2% |
| YTD | +20.0% | +3.0% | +17.1% | +18.1% |
| 1Y | +16.9% | -3.4% | +20.3% | +16.9% |
| 3Y | +288.5% | +80.1% | +208.4% | +216.1% |
| 5Y | +310.3% | +194.7% | +115.6% | +180.4% |
| 10Y | +951.3% | +512.3% | +439.0% | +499.2% |
| All | +951.3% | +534.3% | +417.0% | +499.2% |
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