+10,691.5%
COST vs APH
+127,881.2%
-117,189.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +4.6% | -5.0% | +9.6% | +5.4% |
| 30D | +12.8% | -8.4% | +21.1% | +14.1% |
| 3M | +12.1% | -4.5% | +16.6% | +12.1% |
| 6M | +6.0% | +25.3% | -19.3% | -0.9% |
| YTD | +24.4% | +18.9% | +5.4% | +16.0% |
| 1Y | +17.1% | +11.9% | +5.2% | +10.5% |
| 3Y | +92.2% | +278.0% | -185.8% | +35.9% |
| 5Y | +122.5% | +306.4% | -183.9% | +54.7% |
| 10Y | +758.9% | +955.2% | -196.3% | +384.5% |
| All | +10,691.5% | +127,881.2% | -117,189.7% | +3,013.2% |
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 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