-5.8%
COST vs APH
+48.2%
-54.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.7% |
| 7D | -3.2% | +0.2% | -3.4% | -3.1% |
| 30D | -4.0% | -3.3% | -0.6% | -4.2% |
| 3M | -6.5% | +14.0% | -20.5% | -5.8% |
| 6M | -8.5% | +24.4% | -33.0% | -7.5% |
| YTD | +6.0% | +21.4% | -15.4% | +8.1% |
| 1Y | -5.8% | +48.9% | -54.7% | -4.2% |
| All | -5.8% | +48.2% | -54.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling