+1,055.9%
APH vs ROST
+308.6%
+747.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +5.0% | +0.9% | +4.0% | +4.6% |
| 30D | -3.9% | -8.9% | +5.0% | -0.5% |
| 3M | +13.0% | -0.8% | +13.8% | +12.7% |
| 6M | +25.2% | +8.5% | +16.7% | +20.3% |
| YTD | +22.9% | +28.6% | -5.6% | +10.6% |
| 1Y | +47.8% | +52.3% | -4.5% | +24.1% |
| 3Y | +283.0% | +94.8% | +188.2% | +188.9% |
| 5Y | +349.7% | +110.8% | +238.9% | +218.9% |
| All | +1,055.9% | +308.6% | +747.2% | +576.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling