+262.1%
APH vs RNG
+154.7%
+107.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.3% |
| 7D | -5.9% | -11.3% | +5.4% | -5.3% |
| 30D | -14.8% | -5.7% | -9.1% | -14.5% |
| 3M | -12.4% | +16.8% | -29.2% | -13.0% |
| 6M | +8.1% | +58.5% | -50.4% | +5.5% |
| YTD | +10.9% | +151.3% | -140.4% | +1.8% |
| 1Y | +8.8% | +169.0% | -160.2% | -1.4% |
| 3Y | +262.1% | +156.9% | +105.1% | +222.2% |
| All | +262.1% | +154.7% | +107.4% | +222.2% |
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 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