+107,321.9%
APH vs RIG
-47.9%
+107,369.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -2.9% | -8.4% |
| 7D | -12.7% | -23.8% | +11.0% | -9.2% |
| 30D | -19.2% | -5.6% | -13.6% | -18.6% |
| 3M | -16.7% | -0.8% | -15.9% | -17.1% |
| 6M | +5.1% | -18.4% | +23.5% | +7.1% |
| YTD | +6.6% | +23.5% | -16.9% | +1.2% |
| 1Y | +3.9% | +30.8% | -26.9% | -2.3% |
| 3Y | +246.0% | -25.4% | +271.5% | +240.7% |
| 5Y | +268.0% | +42.5% | +225.5% | +206.8% |
| 10Y | +868.2% | -47.3% | +915.5% | +619.3% |
| All | +107,321.9% | -47.9% | +107,369.8% | +76,007.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling