-26.3%
APH vs ROK
+29.3%
-55.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.2% | -50.0% | -48.7% |
| 7D | -48.7% | +0.2% | -48.9% | -49.1% |
| 30D | -51.9% | -3.3% | -48.6% | -51.4% |
| 3M | -43.6% | -5.9% | -37.7% | -42.4% |
| 6M | -37.5% | +13.9% | -51.4% | -43.1% |
| YTD | -38.6% | +12.6% | -51.2% | -44.3% |
| 1Y | -26.3% | +28.6% | -54.9% | -36.8% |
| All | -26.3% | +29.3% | -55.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling