+413.6%
APH vs RDW
+5.0%
+408.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.9% | -1.9% |
| 7D | +0.2% | +9.5% | -9.2% | -0.7% |
| 30D | -3.3% | -17.4% | +14.0% | -1.5% |
| 3M | +14.0% | -39.5% | +53.6% | +18.5% |
| 6M | +24.4% | +31.3% | -6.9% | +17.3% |
| YTD | +21.4% | +47.8% | -26.3% | +11.9% |
| 1Y | +48.9% | +33.8% | +15.1% | +36.7% |
| 3Y | +290.1% | +262.3% | +27.8% | +208.3% |
| 5Y | +352.8% | -5.7% | +358.5% | +264.2% |
| All | +413.6% | +5.0% | +408.6% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling