+132,206.3%
APH vs ROL
+6,663.5%
+125,542.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | +5.0% | -1.4% | +6.4% | +5.5% |
| 30D | -3.9% | -4.1% | +0.2% | -2.5% |
| 3M | +13.0% | -22.5% | +35.5% | +23.2% |
| 6M | +25.2% | -37.7% | +62.8% | +48.1% |
| YTD | +22.9% | -39.6% | +62.5% | +46.5% |
| 1Y | +47.8% | -36.0% | +83.9% | +71.3% |
| 3Y | +283.0% | -5.1% | +288.2% | +272.6% |
| 5Y | +349.7% | -3.4% | +353.0% | +326.4% |
| 10Y | +1,061.2% | +215.2% | +846.0% | +575.3% |
| All | +132,206.3% | +6,663.5% | +125,542.8% | +23,229.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling