+883.4%
APH vs ROL
+216.1%
+667.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.8% |
| 7D | -5.9% | +9.5% | -15.4% | -8.9% |
| 30D | -14.8% | +22.9% | -37.7% | -21.0% |
| 3M | -12.4% | +3.5% | -16.0% | -14.1% |
| 6M | +8.1% | -29.4% | +37.5% | +21.0% |
| YTD | +10.9% | -36.1% | +47.0% | +28.4% |
| 1Y | +8.8% | -34.4% | +43.1% | +24.4% |
| 3Y | +262.1% | +4.0% | +258.1% | +231.3% |
| 5Y | +283.1% | +13.2% | +269.9% | +227.9% |
| All | +883.4% | +216.1% | +667.3% | +443.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling