+806.3%
APH vs RNG
+327.7%
+478.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.4% | -53.2% | -48.4% |
| 7D | -48.7% | +7.1% | -55.8% | -49.5% |
| 30D | -51.9% | +19.6% | -71.6% | -53.4% |
| 3M | -43.6% | +67.0% | -110.6% | -48.1% |
| 6M | -37.5% | +88.4% | -125.9% | -44.2% |
| YTD | -38.6% | +155.5% | -194.1% | -48.4% |
| 1Y | -26.3% | +141.7% | -168.0% | -37.8% |
| 3Y | +89.2% | +131.1% | -41.9% | +56.0% |
| 5Y | +119.8% | -70.6% | +190.4% | +130.6% |
| 10Y | +454.3% | +228.2% | +226.0% | +273.0% |
| All | +806.3% | +327.7% | +478.6% | +474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling