+883.4%
APH vs ROP
+195.2%
+688.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +5.4% |
| 7D | -5.9% | +2.1% | -8.1% | -7.1% |
| 30D | -14.8% | +32.9% | -47.7% | -26.5% |
| 3M | -12.4% | +20.0% | -32.5% | -21.0% |
| 6M | +8.1% | +36.4% | -28.3% | -10.4% |
| YTD | +10.9% | +7.8% | +3.1% | +3.6% |
| 1Y | +8.8% | +8.0% | +0.8% | +1.3% |
| 3Y | +262.1% | -3.5% | +265.6% | +255.9% |
| 5Y | +283.1% | +1.5% | +281.7% | +261.4% |
| All | +883.4% | +195.2% | +688.2% | +477.6% |
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