+277.4%
APH vs RIG
-19.4%
+296.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +11.1% | +4.3% | +6.8% | +10.4% |
| 30D | -7.3% | -5.8% | -1.5% | -6.7% |
| 3M | -6.2% | -6.7% | +0.5% | -5.7% |
| 6M | +24.9% | -18.7% | +43.6% | +27.4% |
| YTD | +18.4% | +28.8% | -10.4% | +10.0% |
| 1Y | +13.0% | +28.8% | -15.8% | +4.9% |
| All | +277.4% | -19.4% | +296.8% | +252.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling