+288.5%
APH vs RRC
+51.7%
+236.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.9% | +8.2% |
| 7D | +1.1% | -10.3% | +11.4% | +3.2% |
| 30D | -7.5% | +19.5% | -27.0% | -10.7% |
| 3M | -4.4% | +27.9% | -32.4% | -9.3% |
| 6M | +26.5% | +21.2% | +5.3% | +21.0% |
| YTD | +20.0% | +39.6% | -19.5% | +9.0% |
| 1Y | +16.9% | +31.3% | -14.4% | +7.9% |
| 3Y | +288.5% | +51.9% | +236.6% | +235.6% |
| All | +288.5% | +51.7% | +236.8% | +235.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling