+61,451.9%
APH vs ROST
+58,386.5%
+3,065.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.9% | -48.7% | -48.0% |
| 7D | -48.7% | +0.4% | -49.1% | -48.9% |
| 30D | -51.9% | -8.9% | -43.0% | -50.9% |
| 3M | -43.6% | -0.8% | -42.7% | -43.8% |
| 6M | -37.5% | +8.5% | -46.0% | -39.2% |
| YTD | -38.6% | +28.6% | -67.2% | -42.7% |
| 1Y | -26.3% | +52.3% | -78.7% | -34.3% |
| 3Y | +89.2% | +94.8% | -5.6% | +57.9% |
| 5Y | +119.8% | +110.8% | +9.0% | +76.6% |
| 10Y | +454.3% | +304.5% | +149.7% | +274.0% |
| All | +61,451.9% | +58,386.5% | +3,065.4% | +17,466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling