+38,257.9%
APH vs RL
+1,625.1%
+36,632.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.5% | -10.6% | -7.6% |
| 7D | -2.4% | +5.8% | -8.2% | -4.3% |
| 30D | -9.5% | +12.7% | -22.2% | -13.0% |
| 3M | -7.6% | +9.3% | -17.0% | -10.6% |
| 6M | +12.4% | +16.9% | -4.5% | +5.9% |
| YTD | +17.5% | +17.5% | +0.1% | +10.5% |
| 1Y | +16.4% | +34.6% | -18.2% | +4.6% |
| 3Y | +281.6% | +273.2% | +8.4% | +144.6% |
| 5Y | +317.7% | +265.2% | +52.5% | +163.4% |
| 10Y | +967.8% | +406.7% | +561.2% | +459.4% |
| All | +38,257.9% | +1,625.1% | +36,632.8% | +13,393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling