+758.4%
COST vs APH
+978.7%
-220.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.2% | -7.0% | -0.8% |
| 7D | +2.5% | +1.1% | +1.4% | +1.7% |
| 30D | +12.8% | -7.5% | +20.2% | +14.2% |
| 3M | +12.7% | -4.4% | +17.1% | +12.7% |
| 6M | +6.0% | +26.5% | -20.5% | -3.6% |
| YTD | +24.4% | +20.0% | +4.3% | +12.2% |
| 1Y | +16.2% | +16.9% | -0.6% | +5.3% |
| 3Y | +96.9% | +288.5% | -191.6% | +4.4% |
| 5Y | +121.1% | +310.3% | -189.2% | +13.0% |
| 10Y | +758.4% | +951.3% | -192.9% | +194.3% |
| All | +758.4% | +978.7% | -220.2% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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