+114,578.9%
APH vs ROL
+7,210.4%
+107,368.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -9.7% |
| 7D | -12.7% | +11.7% | -24.5% | -16.3% |
| 30D | -19.2% | +27.7% | -46.9% | -26.7% |
| 3M | -16.7% | +3.7% | -20.4% | -18.6% |
| 6M | +5.1% | -27.8% | +32.9% | +16.6% |
| YTD | +6.6% | -34.7% | +41.2% | +22.3% |
| 1Y | +3.9% | -34.1% | +38.0% | +18.7% |
| 3Y | +246.0% | +5.9% | +240.1% | +221.2% |
| 5Y | +268.0% | +15.6% | +252.3% | +223.7% |
| 10Y | +868.2% | +226.5% | +641.7% | +451.7% |
| All | +114,578.9% | +7,210.4% | +107,368.5% | +19,366.1% |
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