+61,451.9%
APH vs ROL
+6,663.5%
+54,788.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.6% |
| 7D | -48.7% | -0.2% | -48.5% | -48.6% |
| 30D | -51.9% | -4.1% | -47.9% | -51.1% |
| 3M | -43.6% | -22.5% | -21.1% | -38.3% |
| 6M | -37.5% | -37.7% | +0.1% | -25.9% |
| YTD | -38.6% | -39.6% | +0.9% | -26.7% |
| 1Y | -26.3% | -36.0% | +9.7% | -14.5% |
| 3Y | +89.2% | -5.1% | +94.3% | +84.5% |
| 5Y | +119.8% | -3.4% | +123.2% | +108.9% |
| 10Y | +454.3% | +215.2% | +239.0% | +223.0% |
| All | +61,451.9% | +6,663.5% | +54,788.5% | +10,774.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling