+1,635.9%
APH vs RNG
+320.7%
+1,315.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.5% |
| 7D | -5.9% | -11.3% | +5.4% | -4.4% |
| 30D | -14.8% | -5.7% | -9.1% | -14.2% |
| 3M | -12.4% | +16.8% | -29.2% | -14.4% |
| 6M | +8.1% | +58.5% | -50.4% | +0.1% |
| YTD | +10.9% | +151.3% | -140.4% | -6.1% |
| 1Y | +8.8% | +169.0% | -160.2% | -8.9% |
| 3Y | +262.1% | +156.9% | +105.1% | +195.6% |
| 5Y | +283.1% | -69.0% | +352.1% | +301.2% |
| 10Y | +908.1% | +262.0% | +646.1% | +572.7% |
| All | +1,635.9% | +320.7% | +1,315.2% | +1,008.0% |
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 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