+745.7%
COST vs APH
+940.6%
-195.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +3.9% | +0.4% | +3.6% | +3.5% |
| 30D | +13.5% | -8.0% | +21.5% | +15.1% |
| 3M | +15.3% | -5.0% | +20.3% | +15.5% |
| 6M | +9.2% | +29.9% | -20.8% | -1.7% |
| YTD | +26.9% | +18.0% | +8.9% | +14.9% |
| 1Y | +19.7% | +11.3% | +8.4% | +10.2% |
| 3Y | +96.0% | +274.9% | -178.9% | +5.2% |
| 5Y | +124.0% | +300.6% | -176.6% | +15.2% |
| All | +745.7% | +940.6% | -195.0% | +190.8% |
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