+10.0%
APD vs RACE
+65.0%
-55.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -3.7% | +5.1% | -8.7% | -4.9% |
| 30D | +9.6% | +7.7% | +1.9% | +7.4% |
| 3M | +1.6% | +2.2% | -0.5% | +0.9% |
| 6M | +2.2% | +23.8% | -21.6% | -4.2% |
| YTD | +25.9% | +13.9% | +12.0% | +20.1% |
| 1Y | +20.1% | +3.8% | +16.4% | +18.1% |
| 3Y | +12.4% | +28.0% | -15.6% | -2.6% |
| All | +10.0% | +65.0% | -55.1% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling