+1,041.3%
APH vs RNG
+216.3%
+825.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.1% | -0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -3.3% | +11.4% | -14.7% | -4.8% |
| 3M | +14.0% | +72.1% | -58.0% | +5.0% |
| 6M | +24.4% | +67.9% | -43.5% | +13.8% |
| YTD | +21.4% | +144.3% | -122.9% | +3.4% |
| 1Y | +48.9% | +117.5% | -68.6% | +28.6% |
| 3Y | +290.1% | +123.9% | +166.2% | +224.6% |
| 5Y | +352.8% | -70.1% | +422.9% | +378.9% |
| 10Y | +1,041.3% | +215.9% | +825.4% | +645.2% |
| All | +1,041.3% | +216.3% | +825.0% | +645.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling