+285.6%
APH vs ROST
+95.5%
+190.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.3% |
| 3M | +13.0% | -0.8% | +13.8% | +12.5% |
| 6M | +25.2% | +8.5% | +16.7% | +19.4% |
| YTD | +22.9% | +28.6% | -5.6% | +9.3% |
| 1Y | +47.8% | +52.3% | -4.5% | +22.1% |
| All | +285.6% | +95.5% | +190.2% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling