+37.5%
CVX vs APH
-25.2%
+62.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -47.8% | +49.0% | -1.7% |
| 7D | +4.4% | -48.7% | +53.1% | +1.2% |
| 30D | +12.9% | -51.9% | +64.8% | +8.8% |
| 3M | +11.7% | -43.6% | +55.3% | +9.2% |
| 6M | +14.1% | -37.5% | +51.7% | +12.8% |
| YTD | +40.7% | -38.6% | +79.3% | +37.6% |
| 1Y | +37.5% | -26.3% | +63.8% | +29.6% |
| All | +37.5% | -25.2% | +62.7% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling