+9,155.5%
COST vs APH
+61,451.9%
-52,296.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -47.8% | +44.8% | +6.6% |
| 7D | -2.0% | -48.7% | +46.7% | +8.0% |
| 30D | -2.8% | -51.9% | +49.2% | +8.5% |
| 3M | -5.7% | -43.6% | +37.9% | +1.1% |
| 6M | -8.8% | -37.5% | +28.8% | -5.0% |
| YTD | +6.7% | -38.6% | +45.3% | +10.5% |
| 1Y | -3.6% | -26.3% | +22.7% | -4.6% |
| 3Y | +75.1% | +89.2% | -14.1% | +38.3% |
| 5Y | +108.9% | +119.8% | -10.9% | +59.7% |
| 10Y | +586.2% | +454.3% | +131.9% | +328.4% |
| All | +9,155.5% | +61,451.9% | -52,296.4% | +2,906.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling