+355.9%
APH vs COR
+184.0%
+171.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.1% |
| 7D | +5.0% | +2.8% | +2.2% | +4.5% |
| 30D | -3.9% | +4.5% | -8.4% | -4.6% |
| 3M | +13.0% | +22.7% | -9.7% | +8.7% |
| 6M | +25.2% | -9.7% | +34.9% | +27.9% |
| YTD | +22.9% | -1.4% | +24.4% | +23.8% |
| 1Y | +47.8% | +13.9% | +33.9% | +45.2% |
| 3Y | +283.0% | +94.0% | +189.1% | +217.3% |
| All | +355.9% | +184.0% | +171.9% | +213.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling