+1,030.6%
APH vs TROW
+132.8%
+897.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -2.2% | -3.0% | +0.8% | -0.7% |
| 30D | -4.0% | -5.5% | +1.4% | -1.4% |
| 3M | +7.7% | +2.3% | +5.5% | +5.6% |
| 6M | +17.8% | +23.9% | -6.1% | +4.4% |
| YTD | +19.2% | +7.9% | +11.3% | +13.2% |
| 1Y | +35.7% | +6.1% | +29.6% | +29.6% |
| 3Y | +282.9% | +13.8% | +269.1% | +246.9% |
| 5Y | +345.6% | -38.2% | +383.8% | +433.9% |
| All | +1,030.6% | +132.8% | +897.9% | +700.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TROW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling