+930.0%
APH vs RCL
+340.1%
+589.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +4.9% | -1.2% | +6.1% | +5.2% |
| 30D | -5.4% | +17.8% | -23.2% | -9.2% |
| 3M | -5.5% | +4.9% | -10.4% | -6.9% |
| 6M | +25.9% | +23.7% | +2.2% | +18.9% |
| YTD | +16.4% | +17.8% | -1.5% | +10.1% |
| 1Y | +16.5% | +28.9% | -12.4% | +7.6% |
| 3Y | +270.9% | +241.9% | +29.0% | +169.3% |
| 5Y | +289.5% | +295.4% | -5.9% | +160.3% |
| All | +930.0% | +340.1% | +589.9% | +542.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling