+355.9%
APH vs ROK
+46.3%
+309.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.2% |
| 7D | +5.0% | +0.7% | +4.3% | +4.5% |
| 30D | -3.9% | -3.3% | -0.6% | -2.3% |
| 3M | +13.0% | -5.9% | +18.8% | +16.0% |
| 6M | +25.2% | +13.9% | +11.3% | +16.5% |
| YTD | +22.9% | +12.6% | +10.4% | +14.8% |
| 1Y | +47.8% | +28.6% | +19.2% | +29.4% |
| 3Y | +283.0% | +45.1% | +237.9% | +204.4% |
| All | +355.9% | +46.3% | +309.6% | +251.1% |
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