+10,564.2%
COST vs APH
+119,301.1%
-108,736.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.0% |
| 7D | +4.1% | -5.9% | +10.0% | +5.1% |
| 30D | +12.0% | -14.8% | +26.8% | +15.0% |
| 3M | +11.2% | -12.4% | +23.6% | +13.2% |
| 6M | +6.1% | +8.1% | -1.9% | +2.3% |
| YTD | +22.9% | +10.9% | +11.9% | +16.4% |
| 1Y | +14.7% | +8.8% | +6.0% | +8.8% |
| 3Y | +92.3% | +262.1% | -169.7% | +37.2% |
| 5Y | +116.6% | +283.1% | -166.5% | +52.5% |
| 10Y | +775.4% | +908.1% | -132.7% | +398.8% |
| All | +10,564.2% | +119,301.1% | -108,736.9% | +3,022.1% |
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