+34,679.9%
APH vs RL
+1,498.4%
+33,181.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.0% | -7.0% |
| 7D | -12.7% | -4.7% | -8.0% | -11.4% |
| 30D | -19.2% | +3.6% | -22.7% | -20.1% |
| 3M | -16.7% | +0.5% | -17.2% | -17.1% |
| 6M | +5.1% | +6.6% | -1.5% | +2.2% |
| YTD | +6.6% | +8.8% | -2.3% | +2.8% |
| 1Y | +3.9% | +21.8% | -17.9% | -3.5% |
| 3Y | +246.0% | +245.8% | +0.2% | +127.5% |
| 5Y | +268.0% | +230.0% | +38.0% | +139.9% |
| 10Y | +868.2% | +369.4% | +498.8% | +420.3% |
| All | +34,679.9% | +1,498.4% | +33,181.5% | +12,450.1% |
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