+965.2%
APH vs RRC
+60.0%
+905.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.9% | +8.2% |
| 7D | +1.1% | -10.3% | +11.4% | +2.4% |
| 30D | -7.5% | +19.5% | -27.0% | -9.5% |
| 3M | -4.4% | +27.9% | -32.4% | -7.4% |
| 6M | +26.5% | +21.2% | +5.3% | +23.1% |
| YTD | +20.0% | +39.6% | -19.5% | +14.4% |
| 1Y | +16.9% | +31.3% | -14.4% | +12.1% |
| 3Y | +288.5% | +51.9% | +236.6% | +264.4% |
| 5Y | +310.3% | +110.2% | +200.1% | +263.1% |
| All | +965.2% | +60.0% | +905.2% | +697.1% |
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