+18.0%
RSP vs APH
+7.8%
+10.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.7% |
| 7D | -1.0% | -5.9% | +4.9% | -0.7% |
| 30D | +2.6% | -14.8% | +17.4% | +3.8% |
| 3M | -0.8% | -12.4% | +11.6% | 0.0% |
| 6M | +6.3% | +8.1% | -1.8% | +4.7% |
| YTD | +14.1% | +10.9% | +3.2% | +10.3% |
| 1Y | +18.0% | +8.8% | +9.2% | +14.3% |
| All | +18.0% | +7.8% | +10.3% | +14.3% |
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 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