+16.4%
APH vs ROST
+54.7%
-38.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.1% | -12.3% | -7.8% |
| 7D | -2.4% | +7.8% | -10.2% | -4.6% |
| 30D | -9.5% | +8.6% | -18.0% | -12.0% |
| 3M | -7.6% | -1.9% | -5.7% | -6.9% |
| 6M | +12.4% | +9.1% | +3.2% | +6.7% |
| YTD | +17.5% | +37.2% | -19.7% | +0.4% |
| 1Y | +16.4% | +52.7% | -36.3% | -2.4% |
| All | +16.4% | +54.7% | -38.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling