+262.1%
APH vs ROST
+95.7%
+166.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.8% |
| 7D | -5.9% | +1.2% | -7.2% | -6.4% |
| 30D | -14.8% | +2.5% | -17.3% | -15.9% |
| 3M | -12.4% | -9.0% | -3.5% | -9.5% |
| 6M | +8.1% | +1.3% | +6.7% | +6.1% |
| YTD | +10.9% | +29.1% | -18.1% | -1.7% |
| 1Y | +8.8% | +45.4% | -36.7% | -8.3% |
| 3Y | +262.1% | +94.9% | +167.2% | +178.0% |
| All | +262.1% | +95.7% | +166.4% | +178.0% |
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