+1,062.4%
APH vs RJF
+428.4%
+634.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -3.0% | -2.0% | -1.0% | -2.2% |
| 3M | +5.7% | +16.3% | -10.6% | -2.2% |
| 6M | +20.0% | +16.9% | +3.1% | +10.5% |
| YTD | +20.8% | +10.4% | +10.4% | +13.6% |
| 1Y | +40.2% | +7.4% | +32.8% | +33.4% |
| 3Y | +288.1% | +72.2% | +215.9% | +192.0% |
| 5Y | +352.5% | +105.1% | +247.4% | +207.2% |
| 10Y | +1,062.4% | +430.9% | +631.5% | +423.5% |
| All | +1,062.4% | +428.4% | +634.0% | +423.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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