+204.9%
CVX vs APH
+950.8%
-745.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.7% | +0.4% | -2.1% | -2.1% |
| 30D | -0.8% | -8.0% | +7.2% | +1.3% |
| 3M | +9.4% | -5.0% | +14.4% | +9.8% |
| 6M | +17.5% | +29.9% | -12.4% | +2.5% |
| YTD | +43.8% | +18.0% | +25.9% | +25.4% |
| 1Y | +41.9% | +11.3% | +30.6% | +26.4% |
| 3Y | +69.1% | +274.9% | -205.8% | -27.9% |
| 5Y | +128.3% | +300.6% | -172.3% | -10.0% |
| 10Y | +204.9% | +944.2% | -739.3% | -31.6% |
| All | +204.9% | +950.8% | -745.9% | -31.6% |
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 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