+930.0%
APH vs RVTY
+211.6%
+718.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.1% |
| 7D | +4.9% | -0.5% | +5.3% | +5.2% |
| 30D | -5.4% | +1.5% | -6.9% | -5.8% |
| 3M | -5.5% | +31.5% | -36.9% | -15.7% |
| 6M | +25.9% | +62.7% | -36.8% | +2.5% |
| YTD | +16.4% | +60.0% | -43.6% | -5.7% |
| 1Y | +16.5% | +65.7% | -49.2% | -7.2% |
| 3Y | +270.9% | +85.2% | +185.6% | +165.0% |
| 5Y | +289.5% | -14.9% | +304.4% | +295.3% |
| All | +930.0% | +211.6% | +718.4% | +446.6% |
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