+20.3%
COST vs APH
+11.6%
+8.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.1% |
| 7D | +5.0% | +4.9% | +0.1% | +5.5% |
| 30D | +12.8% | -5.4% | +18.2% | +12.5% |
| 3M | +15.2% | -5.5% | +20.6% | +14.9% |
| 6M | +7.4% | +25.9% | -18.5% | +8.3% |
| YTD | +29.0% | +16.4% | +12.7% | +31.4% |
| 1Y | +20.3% | +16.5% | +3.8% | +22.6% |
| All | +20.3% | +11.6% | +8.7% | +22.6% |
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