+573.7%
APH vs RVMD
+644.5%
-70.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +5.0% | +1.0% | +3.9% | +4.8% |
| 30D | -3.9% | +6.4% | -10.3% | -4.7% |
| 3M | +13.0% | +34.9% | -21.9% | +8.5% |
| 6M | +25.2% | +107.6% | -82.4% | +12.2% |
| YTD | +22.9% | +163.7% | -140.7% | +5.7% |
| 1Y | +47.8% | +439.2% | -391.4% | +14.5% |
| 3Y | +283.0% | +499.2% | -216.2% | +183.5% |
| 5Y | +349.7% | +621.7% | -272.1% | +205.2% |
| All | +573.7% | +644.5% | -70.7% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded RVMD 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling