+22.8%
APD vs RACE
+3.0%
+19.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +2.0% |
| 7D | -1.6% | +3.9% | -5.5% | -1.8% |
| 30D | +10.6% | +7.4% | +3.2% | +10.1% |
| 3M | +2.5% | +1.6% | +0.9% | +2.4% |
| 6M | +6.0% | +23.3% | -17.4% | +5.0% |
| YTD | +28.4% | +14.7% | +13.8% | +29.9% |
| All | +22.8% | +3.0% | +19.8% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling