+122.9%
APH vs RCL
+249.6%
-126.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.4% |
| 7D | -48.7% | -6.9% | -41.8% | -47.5% |
| 30D | -51.9% | -19.0% | -32.9% | -49.0% |
| 3M | -43.6% | -9.6% | -34.0% | -42.0% |
| 6M | -37.5% | -6.7% | -30.8% | -36.6% |
| YTD | -38.6% | -3.9% | -34.7% | -38.7% |
| 1Y | -26.3% | -25.1% | -1.2% | -21.8% |
| 3Y | +89.2% | +179.1% | -89.9% | +40.3% |
| All | +122.9% | +249.6% | -126.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling