+1,120.4%
RSP vs APH
+11,899.8%
-10,779.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.3% | +6.4% | +1.4% |
| 7D | -1.4% | -12.7% | +11.3% | +4.4% |
| 30D | +2.1% | -19.2% | +21.3% | +11.5% |
| 3M | -0.9% | -16.7% | +15.8% | +6.0% |
| 6M | +7.5% | +5.1% | +2.4% | +1.0% |
| YTD | +14.6% | +6.6% | +8.0% | +3.7% |
| 1Y | +17.6% | +3.9% | +13.7% | +7.2% |
| 3Y | +60.8% | +246.0% | -185.2% | -24.7% |
| 5Y | +46.1% | +268.0% | -221.8% | -34.3% |
| 10Y | +221.4% | +868.2% | -646.8% | -12.7% |
| All | +1,120.4% | +11,899.8% | -10,779.5% | +10.4% |
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