+61.6%
RSP vs APH
+244.7%
-183.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.3% | +6.4% | -1.4% |
| 7D | -1.4% | -12.7% | +11.3% | +0.6% |
| 30D | +2.1% | -19.2% | +21.3% | +5.6% |
| 3M | -0.9% | -16.7% | +15.8% | +1.7% |
| 6M | +7.5% | +5.1% | +2.4% | +4.9% |
| YTD | +14.6% | +6.6% | +8.0% | +9.6% |
| 1Y | +17.6% | +3.9% | +13.7% | +13.0% |
| All | +61.6% | +244.7% | -183.1% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling