+124,698.8%
APH vs ROP
+30,787.8%
+93,911.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.1% | -9.2% |
| 7D | -12.7% | +9.2% | -21.9% | -15.5% |
| 30D | -19.2% | +35.5% | -54.7% | -27.9% |
| 3M | -16.7% | +24.4% | -41.1% | -23.7% |
| 6M | +5.1% | +38.0% | -32.9% | -8.2% |
| YTD | +6.6% | +11.1% | -4.5% | -0.6% |
| 1Y | +3.9% | +10.9% | -7.0% | -3.1% |
| 3Y | +246.0% | -0.5% | +246.5% | +234.0% |
| 5Y | +268.0% | +4.5% | +263.5% | +249.5% |
| 10Y | +868.2% | +207.5% | +660.8% | +538.3% |
| All | +124,698.8% | +30,787.8% | +93,911.0% | +35,602.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling