+944.2%
APH vs RCL
+368.0%
+576.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -8.0% | +19.4% | -27.4% | -11.9% |
| 3M | -5.0% | +9.8% | -14.8% | -7.4% |
| 6M | +29.9% | +28.6% | +1.3% | +21.5% |
| YTD | +18.0% | +22.2% | -4.2% | +10.7% |
| 1Y | +11.3% | +29.7% | -18.4% | +2.7% |
| 3Y | +274.9% | +265.3% | +9.6% | +168.2% |
| 5Y | +300.6% | +301.8% | -1.2% | +166.7% |
| 10Y | +944.2% | +360.5% | +583.7% | +541.8% |
| All | +944.2% | +368.0% | +576.2% | +541.8% |
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