+13.0%
APH vs RNG
+169.5%
-156.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +8.3% |
| 7D | +1.1% | -6.2% | +7.3% | +0.8% |
| 30D | -7.5% | -8.0% | +0.5% | -7.9% |
| 3M | -4.4% | +15.7% | -20.1% | -2.8% |
| 6M | +26.5% | +60.3% | -33.9% | +33.4% |
| YTD | +20.0% | +153.8% | -133.7% | +31.1% |
| All | +13.0% | +169.5% | -156.5% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling