+262.1%
APH vs COR
+74.4%
+187.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.1% |
| 7D | -5.9% | +0.8% | -6.8% | -5.8% |
| 30D | -14.8% | +5.1% | -19.9% | -14.8% |
| 3M | -12.4% | +2.8% | -15.3% | -12.4% |
| 6M | +8.1% | +32.5% | -24.5% | +6.2% |
| YTD | +10.9% | -0.7% | +11.6% | +12.9% |
| 1Y | +8.8% | -6.7% | +15.5% | +10.3% |
| 3Y | +262.1% | +73.7% | +188.3% | +304.0% |
| All | +262.1% | +74.4% | +187.7% | +304.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling