+285.2%
APH vs ROK
+30.4%
+254.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +4.9% | +7.1% | -2.2% | +1.3% |
| 30D | -5.4% | -5.0% | -0.4% | -2.8% |
| 3M | -5.5% | -9.4% | +3.9% | -0.5% |
| 6M | +25.9% | -11.0% | +36.9% | +33.4% |
| YTD | +16.4% | +4.4% | +11.9% | +13.0% |
| 1Y | +16.5% | +7.4% | +9.1% | +11.6% |
| 3Y | +270.9% | +61.0% | +209.9% | +178.5% |
| All | +285.2% | +30.4% | +254.8% | +226.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling