-26.3%
APH vs ROP
-21.5%
-4.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.1% | -43.7% | -48.2% |
| 7D | -48.7% | -3.6% | -45.1% | -49.0% |
| 30D | -51.9% | +3.2% | -55.2% | -51.1% |
| 3M | -43.6% | +23.1% | -66.6% | -39.3% |
| 6M | -37.5% | +13.3% | -50.8% | -34.5% |
| YTD | -38.6% | -7.9% | -30.8% | -41.3% |
| 1Y | -26.3% | -22.1% | -4.3% | -33.9% |
| All | -26.3% | -21.5% | -4.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling