+16.5%
APH vs ROP
+6.9%
+9.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.6% |
| 7D | +4.9% | +0.7% | +4.2% | +5.2% |
| 30D | -5.4% | +28.8% | -34.2% | +4.3% |
| 3M | -5.5% | +21.1% | -26.5% | +2.5% |
| 6M | +25.9% | +52.5% | -26.6% | +45.5% |
| YTD | +16.4% | +8.9% | +7.5% | +15.1% |
| 1Y | +16.5% | +8.2% | +8.3% | +15.1% |
| All | +16.5% | +6.9% | +9.6% | +15.1% |
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