+40,025.9%
APH vs RL
+1,366.2%
+38,659.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.2% |
| 7D | +5.0% | -0.8% | +5.8% | +5.2% |
| 30D | -3.9% | -7.8% | +3.9% | -1.5% |
| 3M | +13.0% | -4.0% | +17.0% | +14.1% |
| 6M | +25.2% | -1.9% | +27.0% | +24.9% |
| YTD | +22.9% | -0.2% | +23.1% | +22.0% |
| 1Y | +47.8% | +10.7% | +37.2% | +41.7% |
| 3Y | +283.0% | +210.8% | +72.3% | +160.7% |
| 5Y | +349.7% | +238.2% | +111.4% | +190.5% |
| 10Y | +1,061.2% | +313.4% | +747.9% | +549.9% |
| All | +40,025.9% | +1,366.2% | +38,659.7% | +14,804.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded RL 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling