+282.2%
APH vs ROP
+1.1%
+281.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.9% |
| 7D | -5.9% | +2.1% | -8.1% | -6.7% |
| 30D | -14.8% | +32.9% | -47.7% | -22.5% |
| 3M | -12.4% | +20.0% | -32.5% | -17.8% |
| 6M | +8.1% | +36.4% | -28.3% | -4.7% |
| YTD | +10.9% | +7.8% | +3.1% | +9.8% |
| 1Y | +8.8% | +8.0% | +0.8% | +7.4% |
| 3Y | +262.1% | -3.5% | +265.6% | +274.9% |
| All | +282.2% | +1.1% | +281.0% | +272.9% |
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