+306.4%
APH vs COR
+196.4%
+110.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -5.0% | +2.4% | -7.4% | -5.3% |
| 30D | -8.4% | +7.7% | -16.0% | -9.2% |
| 3M | -4.5% | +7.5% | -12.0% | -5.5% |
| 6M | +25.3% | +34.1% | -8.9% | +19.2% |
| YTD | +18.9% | +3.9% | +15.1% | +19.0% |
| 1Y | +11.9% | -3.6% | +15.6% | +13.3% |
| 3Y | +278.0% | +80.5% | +197.4% | +229.0% |
| 5Y | +306.4% | +194.9% | +111.6% | +185.5% |
| All | +306.4% | +196.4% | +110.0% | +185.5% |
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 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