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  • APH vs RCL✓SelectedUSD · RCLAPH vs RCL performance historyLatest closeAs of+0.87%09/04
Stock and ETF performance explorer

APH vs RCL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+155,309.2%
RCL return
+4,549.4%
Excess return
+150,759.8%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioRCLExcessAlpha
1D+0.9%-0.1%+1.0%+0.9%
7D+5.0%-5.1%+10.0%+6.3%
30D-3.9%-19.0%+15.1%+1.2%
3M+13.0%-9.6%+22.6%+15.4%
6M+25.2%-6.7%+31.8%+26.5%
YTD+22.9%-3.9%+26.9%+22.5%
1Y+47.8%-25.1%+72.9%+55.6%
3Y+283.0%+179.1%+103.9%+186.2%
5Y+349.7%+243.3%+106.3%+201.0%
10Y+1,061.2%+325.8%+735.5%+520.0%
All+155,309.2%+4,549.4%+150,759.8%+35,760.4%

Cumulative growth

Daily Returns

Daily percentage return beside RCL.

Daily Out/Under-Performance

Portfolio return minus RCL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RCL 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded RCL 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling