+92.3%
COST vs APH
+258.9%
-166.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.2% |
| 7D | +4.1% | -5.9% | +10.0% | +4.2% |
| 30D | +12.0% | -14.8% | +26.8% | +12.6% |
| 3M | +11.2% | -12.4% | +23.6% | +11.5% |
| 6M | +6.1% | +8.1% | -1.9% | +4.5% |
| YTD | +22.9% | +10.9% | +11.9% | +19.6% |
| 1Y | +14.7% | +8.8% | +6.0% | +11.8% |
| 3Y | +92.3% | +262.1% | -169.7% | +26.6% |
| All | +92.3% | +258.9% | -166.6% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling