+883.4%
APH vs RCL
+382.5%
+500.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.8% |
| 7D | -5.9% | +6.5% | -12.4% | -7.5% |
| 30D | -14.8% | +15.9% | -30.7% | -17.9% |
| 3M | -12.4% | +2.7% | -15.1% | -13.3% |
| 6M | +8.1% | +15.2% | -7.2% | +3.8% |
| YTD | +10.9% | +19.2% | -8.3% | +4.7% |
| 1Y | +8.8% | +31.6% | -22.8% | 0.0% |
| 3Y | +262.1% | +274.2% | -12.1% | +157.7% |
| 5Y | +283.1% | +250.1% | +33.1% | +162.7% |
| All | +883.4% | +382.5% | +500.9% | +504.2% |
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