+955.2%
APH vs ROK
+270.1%
+685.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -2.0% |
| 7D | -5.0% | -11.0% | +6.0% | +0.8% |
| 30D | -8.4% | -8.2% | -0.2% | -4.2% |
| 3M | -4.5% | -8.5% | +4.0% | +0.1% |
| 6M | +25.3% | -12.0% | +37.2% | +33.6% |
| YTD | +18.9% | +3.1% | +15.9% | +16.1% |
| 1Y | +11.9% | +2.9% | +9.1% | +9.5% |
| 3Y | +278.0% | +60.7% | +217.3% | +183.8% |
| 5Y | +306.4% | +29.5% | +276.9% | +232.2% |
| 10Y | +955.2% | +262.6% | +692.6% | +486.2% |
| All | +955.2% | +270.1% | +685.1% | +486.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling