+285.6%
APH vs ROL
-4.8%
+290.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | +5.0% | -1.4% | +6.4% | +5.0% |
| 30D | -3.9% | -4.1% | +0.2% | -3.6% |
| 3M | +13.0% | -22.5% | +35.5% | +15.1% |
| 6M | +25.2% | -37.7% | +62.8% | +31.2% |
| YTD | +22.9% | -39.6% | +62.5% | +29.1% |
| 1Y | +47.8% | -36.0% | +83.9% | +53.9% |
| All | +285.6% | -4.8% | +290.4% | +266.3% |
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 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