+16.4%
CVX vs APH
+25.3%
-8.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.1% |
| 7D | -6.2% | -5.0% | -1.2% | -7.0% |
| 30D | -0.4% | -8.4% | +8.0% | -1.7% |
| 3M | +9.3% | -4.5% | +13.8% | +8.9% |
| All | +16.4% | +25.3% | -8.9% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling