+951.3%
APH vs ROP
+189.6%
+761.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +8.7% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | -7.5% | +29.5% | -37.0% | -19.2% |
| 3M | -4.4% | +17.5% | -22.0% | -13.0% |
| 6M | +26.5% | +38.1% | -11.6% | +4.0% |
| YTD | +20.0% | +7.0% | +13.1% | +12.5% |
| 1Y | +16.9% | +6.5% | +10.3% | +9.6% |
| 3Y | +288.5% | -5.5% | +294.0% | +286.3% |
| 5Y | +310.3% | -0.4% | +310.7% | +290.8% |
| 10Y | +951.3% | +183.6% | +767.7% | +525.4% |
| All | +951.3% | +189.6% | +761.7% | +525.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling