+187.8%
APD vs RACE
+738.3%
-550.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | -1.6% | +3.9% | -5.5% | -2.9% |
| 30D | +10.6% | +7.4% | +3.2% | +7.9% |
| 3M | +2.5% | +1.6% | +0.9% | +1.7% |
| 6M | +6.0% | +23.3% | -17.4% | -2.3% |
| YTD | +28.4% | +14.7% | +13.8% | +20.4% |
| 1Y | +22.2% | +2.5% | +19.6% | +19.3% |
| 3Y | +26.6% | +28.0% | -1.4% | +8.5% |
| 5Y | +11.8% | +69.8% | -58.0% | -17.0% |
| 10Y | +187.8% | +734.9% | -547.1% | +39.0% |
| All | +187.8% | +738.3% | -550.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling