+221.2%
APD vs RACE
+670.3%
-449.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.2% |
| 7D | -0.7% | +5.7% | -6.4% | -2.5% |
| 30D | +10.1% | +9.3% | +0.9% | +7.0% |
| 3M | +4.9% | +3.8% | +1.0% | +3.4% |
| 6M | +2.5% | +29.8% | -27.3% | -6.7% |
| YTD | +27.8% | +15.6% | +12.2% | +19.9% |
| 1Y | +32.9% | +5.1% | +27.8% | +28.8% |
| 3Y | +13.4% | +30.8% | -17.4% | -2.1% |
| 5Y | +12.8% | +67.4% | -54.6% | -13.3% |
| 10Y | +194.6% | +793.6% | -599.1% | +41.6% |
| All | +221.2% | +670.3% | -449.2% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling