+355.9%
APH vs ROP
-13.6%
+369.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +2.1% |
| 7D | +5.0% | -4.4% | +9.4% | +6.6% |
| 30D | -3.9% | +3.2% | -7.1% | -5.2% |
| 3M | +13.0% | +23.1% | -10.1% | +2.4% |
| 6M | +25.2% | +13.3% | +11.8% | +17.4% |
| YTD | +22.9% | -7.9% | +30.8% | +28.1% |
| 1Y | +47.8% | -22.1% | +69.9% | +70.3% |
| 3Y | +283.0% | -16.8% | +299.8% | +314.9% |
| All | +355.9% | -13.6% | +369.5% | +363.0% |
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 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