+355.9%
APH vs RNG
-70.5%
+426.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.3% |
| 7D | +5.0% | +5.8% | -0.8% | +4.3% |
| 30D | -3.9% | +19.6% | -23.5% | -5.9% |
| 3M | +13.0% | +67.0% | -54.0% | +5.7% |
| 6M | +25.2% | +88.4% | -63.2% | +14.1% |
| YTD | +22.9% | +155.5% | -132.5% | +5.7% |
| 1Y | +47.8% | +141.7% | -93.8% | +27.7% |
| 3Y | +283.0% | +131.1% | +151.9% | +222.1% |
| All | +355.9% | -70.5% | +426.4% | +361.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling