+285.2%
APH vs COR
+203.3%
+81.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | +4.9% | +7.6% | -2.8% | +3.9% |
| 30D | -5.4% | +6.8% | -12.2% | -6.2% |
| 3M | -5.5% | +16.0% | -21.5% | -7.3% |
| 6M | +25.9% | +41.0% | -15.1% | +18.8% |
| YTD | +16.4% | +6.9% | +9.4% | +16.0% |
| 1Y | +16.5% | -1.0% | +17.5% | +17.4% |
| 3Y | +270.9% | +84.6% | +186.2% | +222.1% |
| All | +285.2% | +203.3% | +81.9% | +166.8% |
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