+247.7%
APH vs ROP
-0.9%
+248.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.1% | -9.3% |
| 7D | -12.7% | +9.2% | -21.9% | -12.8% |
| 30D | -19.2% | +35.5% | -54.7% | -20.0% |
| 3M | -16.7% | +24.4% | -41.1% | -17.0% |
| 6M | +5.1% | +38.0% | -32.9% | +3.0% |
| YTD | +6.6% | +11.1% | -4.5% | +12.3% |
| 1Y | +3.9% | +10.9% | -7.0% | +9.5% |
| All | +247.7% | -0.9% | +248.6% | +279.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling