+282.2%
APH vs ROST
+103.5%
+178.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.8% |
| 7D | -5.9% | +1.2% | -7.2% | -6.5% |
| 30D | -14.8% | +2.5% | -17.3% | -15.8% |
| 3M | -12.4% | -9.0% | -3.5% | -9.7% |
| 6M | +8.1% | +1.3% | +6.7% | +6.4% |
| YTD | +10.9% | +29.1% | -18.1% | -0.3% |
| 1Y | +8.8% | +45.4% | -36.7% | -6.6% |
| 3Y | +262.1% | +94.9% | +167.2% | +176.2% |
| All | +282.2% | +103.5% | +178.7% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling