+247.7%
APH vs ROL
+6.1%
+241.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -9.3% |
| 7D | -12.7% | +11.7% | -24.5% | -12.7% |
| 30D | -19.2% | +27.7% | -46.9% | -19.3% |
| 3M | -16.7% | +3.7% | -20.4% | -16.2% |
| 6M | +5.1% | -27.8% | +32.9% | +9.3% |
| YTD | +6.6% | -34.7% | +41.2% | +11.7% |
| 1Y | +3.9% | -34.1% | +38.0% | +8.8% |
| All | +247.7% | +6.1% | +241.7% | +218.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling