+276.0%
APH vs ROK
+64.8%
+211.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.9% |
| 7D | +0.4% | -8.5% | +8.9% | +4.7% |
| 30D | -8.0% | -6.4% | -1.6% | -4.8% |
| 3M | -5.0% | -8.8% | +3.8% | -0.5% |
| 6M | +29.9% | -10.5% | +40.4% | +36.9% |
| YTD | +18.0% | +5.4% | +12.6% | +14.6% |
| 1Y | +11.3% | +5.0% | +6.3% | +8.4% |
| All | +276.0% | +64.8% | +211.2% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling