+33,603.0%
APH vs RSG
+2,015.2%
+31,587.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | -3.9% | +7.6% | -11.5% | -6.4% |
| 3M | +13.0% | +7.4% | +5.5% | +9.3% |
| 6M | +25.2% | -3.3% | +28.4% | +25.4% |
| YTD | +22.9% | +6.0% | +16.9% | +18.8% |
| 1Y | +47.8% | -3.7% | +51.5% | +47.5% |
| 3Y | +283.0% | +59.1% | +223.9% | +214.3% |
| 5Y | +349.7% | +89.0% | +260.6% | +245.3% |
| 10Y | +1,061.2% | +412.5% | +648.7% | +534.5% |
| All | +33,603.0% | +2,015.2% | +31,587.8% | +11,556.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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