+99.0%
COST vs APH
+269.8%
-170.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | +5.0% | +4.9% | +0.1% | +4.9% |
| 30D | +12.8% | -5.4% | +18.2% | +13.0% |
| 3M | +15.2% | -5.5% | +20.6% | +15.2% |
| 6M | +7.4% | +25.9% | -18.5% | +4.5% |
| YTD | +29.0% | +16.4% | +12.7% | +25.4% |
| 1Y | +20.3% | +16.5% | +3.8% | +16.7% |
| 3Y | +99.0% | +270.9% | -171.9% | +35.5% |
| All | +99.0% | +269.8% | -170.8% | +35.5% |
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