+1,055.9%
APH vs RIG
-41.4%
+1,097.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.2% |
| 7D | +5.0% | +0.9% | +4.1% | +4.8% |
| 30D | -3.9% | +13.8% | -17.7% | -5.3% |
| 3M | +13.0% | -6.4% | +19.4% | +13.4% |
| 6M | +25.2% | -8.2% | +33.3% | +25.3% |
| YTD | +22.9% | +41.6% | -18.7% | +17.0% |
| 1Y | +47.8% | +88.7% | -40.9% | +36.1% |
| 3Y | +283.0% | -30.9% | +313.9% | +280.5% |
| 5Y | +349.7% | +57.7% | +292.0% | +294.0% |
| All | +1,055.9% | -41.4% | +1,097.3% | +823.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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