+285.6%
APH vs RIG
-32.0%
+317.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.3% |
| 7D | +5.0% | +0.9% | +4.1% | +4.7% |
| 30D | -3.9% | +13.8% | -17.7% | -6.0% |
| 3M | +13.0% | -6.4% | +19.4% | +13.7% |
| 6M | +25.2% | -8.2% | +33.3% | +25.3% |
| YTD | +22.9% | +41.6% | -18.7% | +13.3% |
| 1Y | +47.8% | +88.7% | -40.9% | +29.1% |
| All | +285.6% | -32.0% | +317.6% | +257.0% |
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