+66,882.6%
APH vs ROP
+25,523.2%
+41,359.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.1% | -43.7% | -46.3% |
| 7D | -48.7% | -3.6% | -45.1% | -47.4% |
| 30D | -51.9% | +3.2% | -55.2% | -51.9% |
| 3M | -43.6% | +23.1% | -66.6% | -47.4% |
| 6M | -37.5% | +13.3% | -50.8% | -40.3% |
| YTD | -38.6% | -7.9% | -30.8% | -37.5% |
| 1Y | -26.3% | -22.1% | -4.3% | -20.6% |
| 3Y | +89.2% | -16.8% | +106.0% | +99.0% |
| 5Y | +119.8% | -13.5% | +133.3% | +128.2% |
| 10Y | +454.3% | +137.7% | +316.6% | +308.2% |
| All | +66,882.6% | +25,523.2% | +41,359.4% | +20,827.9% |
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 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