+930.0%
APH vs RRC
+73.1%
+856.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | +4.9% | +6.4% | -1.5% | +4.1% |
| 30D | -5.4% | +23.9% | -29.3% | -7.9% |
| 3M | -5.5% | +30.2% | -35.6% | -8.6% |
| 6M | +25.9% | +26.3% | -0.3% | +21.9% |
| YTD | +16.4% | +48.1% | -31.7% | +10.1% |
| 1Y | +16.5% | +37.7% | -21.2% | +11.1% |
| 3Y | +270.9% | +60.3% | +210.6% | +245.6% |
| 5Y | +289.5% | +135.3% | +154.2% | +240.5% |
| All | +930.0% | +73.1% | +856.9% | +656.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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