+46.1%
RSP vs APH
+274.6%
-228.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.3% | +6.4% | -0.3% |
| 7D | -1.4% | -12.7% | +11.3% | +2.1% |
| 30D | +2.1% | -19.2% | +21.3% | +7.9% |
| 3M | -0.9% | -16.7% | +15.8% | +3.4% |
| 6M | +7.5% | +5.1% | +2.4% | +3.1% |
| YTD | +14.6% | +6.6% | +8.0% | +6.5% |
| 1Y | +17.6% | +3.9% | +13.7% | +10.0% |
| 3Y | +60.8% | +246.0% | -185.2% | -23.7% |
| 5Y | +46.1% | +268.0% | -221.8% | -35.5% |
| All | +46.1% | +274.6% | -228.5% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling