+883.4%
APH vs RVTY
+206.3%
+677.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.0% |
| 7D | -5.9% | -1.2% | -4.7% | -5.3% |
| 30D | -14.8% | +1.0% | -15.8% | -15.0% |
| 3M | -12.4% | +35.8% | -48.3% | -23.0% |
| 6M | +8.1% | +56.7% | -48.6% | -10.7% |
| YTD | +10.9% | +60.7% | -49.8% | -10.3% |
| 1Y | +8.8% | +73.7% | -64.9% | -15.1% |
| 3Y | +262.1% | +82.8% | +179.3% | +160.4% |
| 5Y | +283.1% | -7.0% | +290.2% | +270.5% |
| All | +883.4% | +206.3% | +677.1% | +429.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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