+1,127.7%
RSP vs APH
+6,340.7%
-5,212.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -47.8% | +47.6% | +19.9% |
| 7D | -1.1% | -48.7% | +47.6% | +19.7% |
| 30D | -0.3% | -51.9% | +51.6% | +24.0% |
| 3M | +4.3% | -43.6% | +47.8% | +18.8% |
| 6M | +8.8% | -37.5% | +46.4% | +16.4% |
| YTD | +15.3% | -38.6% | +53.9% | +21.4% |
| 1Y | +18.3% | -26.3% | +44.6% | +12.4% |
| 3Y | +52.8% | +89.2% | -36.4% | -14.5% |
| 5Y | +51.7% | +119.8% | -68.1% | -22.2% |
| 10Y | +208.5% | +454.3% | -245.8% | -2.1% |
| All | +1,127.7% | +6,340.7% | -5,212.9% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling