+288.5%
APH vs ROL
+5.5%
+283.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.1% | +6.1% | +8.2% |
| 7D | +1.1% | +7.5% | -6.4% | +1.1% |
| 30D | -7.5% | +21.1% | -28.6% | -7.5% |
| 3M | -4.4% | +3.1% | -7.6% | -3.8% |
| 6M | +26.5% | -27.4% | +53.9% | +31.3% |
| YTD | +20.0% | -34.7% | +54.8% | +25.8% |
| 1Y | +16.9% | -32.9% | +49.8% | +22.1% |
| 3Y | +288.5% | +6.1% | +282.4% | +254.4% |
| All | +288.5% | +5.5% | +283.0% | +254.4% |
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