+18,567.3%
APH vs RL
+1,366.2%
+17,201.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.2% | -49.0% | -48.2% |
| 7D | -48.7% | -0.2% | -48.5% | -48.9% |
| 30D | -51.9% | -7.8% | -44.2% | -50.9% |
| 3M | -43.6% | -4.0% | -39.6% | -43.2% |
| 6M | -37.5% | -1.9% | -35.6% | -37.8% |
| YTD | -38.6% | -0.2% | -38.5% | -39.3% |
| 1Y | -26.3% | +10.7% | -37.0% | -29.6% |
| 3Y | +89.2% | +210.8% | -121.6% | +28.3% |
| 5Y | +119.8% | +238.2% | -118.4% | +41.5% |
| 10Y | +454.3% | +313.4% | +140.9% | +209.2% |
| All | +18,567.3% | +1,366.2% | +17,201.2% | +6,811.0% |
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