+209.1%
CVX vs APH
+1,054.4%
-845.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +3.3% | +5.0% | -1.6% | +1.6% |
| 30D | +12.9% | -3.9% | +16.8% | +14.1% |
| 3M | +11.7% | +13.0% | -1.3% | +4.9% |
| 6M | +14.1% | +25.2% | -11.0% | +1.1% |
| YTD | +40.7% | +22.9% | +17.8% | +22.2% |
| 1Y | +37.5% | +47.8% | -10.3% | +7.6% |
| 3Y | +43.9% | +283.0% | -239.1% | -38.2% |
| 5Y | +161.5% | +349.7% | -188.2% | -3.1% |
| All | +209.1% | +1,054.4% | -845.3% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling