+5.1%
APH vs RL
+7.4%
-2.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.0% | -7.1% |
| 7D | -12.7% | -4.7% | -8.0% | -11.2% |
| 30D | -19.2% | +3.6% | -22.7% | -19.6% |
| 3M | -16.7% | +0.5% | -17.2% | -16.7% |
| 6M | +5.1% | +6.6% | -1.5% | +3.4% |
| All | +5.1% | +7.4% | -2.2% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling