+306.4%
APH vs ROP
+0.5%
+305.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -5.0% | +0.2% | -5.2% | -5.2% |
| 30D | -8.4% | +30.3% | -38.7% | -16.1% |
| 3M | -4.5% | +17.8% | -22.3% | -9.8% |
| 6M | +25.3% | +38.9% | -13.6% | +9.4% |
| YTD | +18.9% | +7.6% | +11.3% | +17.7% |
| 1Y | +11.9% | +6.5% | +5.4% | +11.4% |
| 3Y | +278.0% | -6.3% | +284.2% | +299.6% |
| 5Y | +306.4% | +0.9% | +305.5% | +295.1% |
| All | +306.4% | +0.5% | +305.9% | +295.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling