+285.6%
APH vs ROP
-16.7%
+302.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +1.3% |
| 7D | +5.0% | -4.4% | +9.4% | +5.5% |
| 30D | -3.9% | +3.2% | -7.1% | -4.3% |
| 3M | +13.0% | +23.1% | -10.1% | +8.3% |
| 6M | +25.2% | +13.3% | +11.8% | +22.5% |
| YTD | +22.9% | -7.9% | +30.8% | +29.7% |
| 1Y | +47.8% | -22.1% | +69.9% | +69.7% |
| All | +285.6% | -16.7% | +302.3% | +309.0% |
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