+11.3%
APH vs RL
+19.4%
-8.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | +0.4% | -4.4% | +4.8% | +2.2% |
| 30D | -8.0% | +5.6% | -13.6% | -9.7% |
| 3M | -5.0% | -0.6% | -4.4% | -4.8% |
| 6M | +29.9% | +15.5% | +14.5% | +22.2% |
| YTD | +18.0% | +12.3% | +5.6% | +10.5% |
| 1Y | +11.3% | +19.3% | -8.0% | +1.4% |
| All | +11.3% | +19.4% | -8.1% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling