+944.2%
APH vs ROL
+218.2%
+726.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -8.0% | +20.6% | -28.6% | -14.0% |
| 3M | -5.0% | +4.5% | -9.5% | -7.0% |
| 6M | +29.9% | -26.5% | +56.4% | +43.4% |
| YTD | +18.0% | -34.8% | +52.8% | +35.7% |
| 1Y | +11.3% | -33.2% | +44.5% | +26.6% |
| 3Y | +274.9% | +4.5% | +270.5% | +243.3% |
| 5Y | +300.6% | +15.5% | +285.1% | +240.6% |
| All | +944.2% | +218.2% | +726.1% | +472.5% |
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