+270.9%
APH vs RNG
+179.0%
+91.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | +4.9% | +4.6% | +0.3% | +4.6% |
| 30D | -5.4% | +0.4% | -5.8% | -5.4% |
| 3M | -5.5% | +11.4% | -16.9% | -5.9% |
| 6M | +25.9% | +95.7% | -69.8% | +20.9% |
| YTD | +16.4% | +162.9% | -146.5% | +6.5% |
| 1Y | +16.5% | +180.3% | -163.8% | +5.4% |
| 3Y | +270.9% | +188.3% | +82.5% | +232.0% |
| All | +270.9% | +179.0% | +91.8% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling