+955.2%
APH vs RNG
+247.5%
+707.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | -5.0% | -6.0% | +1.0% | -4.2% |
| 30D | -8.4% | -7.4% | -1.0% | -7.5% |
| 3M | -4.5% | +14.6% | -19.1% | -6.4% |
| 6M | +25.3% | +61.5% | -36.3% | +15.9% |
| YTD | +18.9% | +155.7% | -136.8% | +0.6% |
| 1Y | +11.9% | +172.5% | -160.5% | -6.4% |
| 3Y | +278.0% | +168.0% | +109.9% | +206.6% |
| 5Y | +306.4% | -73.8% | +380.2% | +341.2% |
| 10Y | +955.2% | +240.3% | +714.9% | +591.8% |
| All | +955.2% | +247.5% | +707.7% | +591.8% |
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