+213.4%
RSP vs APH
+894.6%
-681.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -2.1% |
| 7D | -1.0% | -5.9% | +4.9% | +1.0% |
| 30D | +2.6% | -14.8% | +17.4% | +8.8% |
| 3M | -0.8% | -12.4% | +11.6% | +3.4% |
| 6M | +6.3% | +8.1% | -1.8% | -1.2% |
| YTD | +14.1% | +10.9% | +3.2% | +1.2% |
| 1Y | +18.0% | +8.8% | +9.2% | +5.1% |
| 3Y | +61.0% | +262.1% | -201.0% | -34.3% |
| 5Y | +45.6% | +283.1% | -237.5% | -43.7% |
| All | +213.4% | +894.6% | -681.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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