+353.7%
APH vs ROIV
+248.8%
+105.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.2% | -5.1% | -8.8% |
| 7D | -12.7% | -2.4% | -10.3% | -12.5% |
| 30D | -19.2% | +3.1% | -22.2% | -19.5% |
| 3M | -16.7% | +5.8% | -22.5% | -17.7% |
| 6M | +5.1% | +29.3% | -24.2% | +1.2% |
| YTD | +6.6% | +68.8% | -62.2% | -0.5% |
| 1Y | +3.9% | +81.0% | -77.1% | -3.8% |
| 3Y | +246.0% | +294.6% | -48.6% | +196.0% |
| 5Y | +268.0% | +373.1% | -105.1% | +187.4% |
| All | +353.7% | +248.8% | +105.0% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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