+427.1%
APH vs RDW
-0.7%
+427.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +4.8% |
| 7D | +1.4% | +0.9% | +0.5% | +1.2% |
| 30D | -1.2% | -21.3% | +20.0% | +1.1% |
| 3M | +10.3% | -37.9% | +48.1% | +14.6% |
| 6M | +25.2% | +12.3% | +12.9% | +20.0% |
| YTD | +24.6% | +39.7% | -15.1% | +15.5% |
| 1Y | +41.4% | +25.7% | +15.8% | +30.6% |
| 3Y | +297.8% | +230.8% | +67.0% | +217.0% |
| 5Y | +366.0% | -8.8% | +374.8% | +276.9% |
| All | +427.1% | -0.7% | +427.9% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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