+13.0%
APH vs RCL
+24.4%
-11.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.4% |
| 7D | +11.1% | -0.2% | +11.4% | +11.2% |
| 30D | -7.3% | +14.4% | -21.7% | -10.6% |
| 3M | -6.2% | +5.2% | -11.3% | -7.5% |
| 6M | +24.9% | +26.1% | -1.2% | +16.6% |
| YTD | +18.4% | +17.4% | +1.1% | +12.0% |
| 1Y | +13.0% | +24.7% | -11.7% | +5.8% |
| All | +13.0% | +24.4% | -11.4% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling