+1,059.7%
APH vs RCL
+326.6%
+733.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | -5.1% | +10.0% | +6.2% |
| 30D | -3.9% | -19.0% | +15.1% | +1.0% |
| 3M | +13.0% | -9.6% | +22.6% | +15.3% |
| 6M | +25.2% | -6.7% | +31.8% | +26.4% |
| YTD | +22.9% | -3.9% | +26.9% | +22.5% |
| 1Y | +47.8% | -25.1% | +72.9% | +55.3% |
| 3Y | +283.0% | +179.1% | +103.9% | +193.0% |
| 5Y | +349.7% | +243.3% | +106.3% | +212.3% |
| All | +1,059.7% | +326.6% | +733.1% | +645.4% |
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 2016-09-04 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling