-26.3%
APH vs ROL
-35.4%
+9.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.8% |
| 7D | -48.7% | -0.2% | -48.5% | -48.7% |
| 30D | -51.9% | -4.1% | -47.9% | -52.2% |
| 3M | -43.6% | -22.5% | -21.1% | -44.4% |
| 6M | -37.5% | -37.7% | +0.1% | -38.5% |
| YTD | -38.6% | -39.6% | +0.9% | -39.2% |
| 1Y | -26.3% | -36.0% | +9.7% | -26.0% |
| All | -26.3% | -35.4% | +9.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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