+944.2%
APH vs RIG
-48.7%
+993.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | +0.4% | -2.6% | +2.9% | +0.7% |
| 30D | -8.0% | -5.2% | -2.8% | -7.6% |
| 3M | -5.0% | -8.6% | +3.6% | -4.4% |
| 6M | +29.9% | -18.9% | +48.8% | +31.8% |
| YTD | +18.0% | +28.6% | -10.6% | +13.2% |
| 1Y | +11.3% | +25.5% | -14.2% | +7.1% |
| 3Y | +274.9% | -20.2% | +295.1% | +266.9% |
| 5Y | +300.6% | +53.9% | +246.7% | +252.4% |
| 10Y | +944.2% | -48.8% | +993.0% | +769.2% |
| All | +944.2% | -48.7% | +993.0% | +769.2% |
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