+18.3%
RSP vs APH
+50.0%
-31.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.5% |
| 7D | -0.8% | +5.0% | -5.7% | -1.2% |
| 30D | -0.3% | -3.9% | +3.5% | 0.0% |
| 3M | +4.3% | +13.0% | -8.7% | +2.9% |
| 6M | +8.8% | +25.2% | -16.3% | +6.0% |
| YTD | +15.3% | +22.9% | -7.7% | +11.3% |
| 1Y | +18.3% | +47.8% | -29.6% | +13.5% |
| All | +18.3% | +50.0% | -31.8% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling