+183.2%
APD vs RGEN
+457.6%
-274.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.8% |
| 7D | -0.2% | -2.4% | +2.2% | +0.1% |
| 30D | +11.0% | +0.1% | +11.0% | +10.8% |
| 3M | +1.3% | +6.6% | -5.3% | -0.1% |
| 6M | +6.4% | +40.9% | -34.6% | 0.0% |
| YTD | +28.9% | +6.2% | +22.7% | +25.9% |
| 1Y | +23.2% | +19.4% | +3.8% | +18.0% |
| 3Y | +26.3% | +17.9% | +8.4% | +16.8% |
| 5Y | +12.0% | -34.0% | +46.1% | +9.4% |
| 10Y | +183.2% | +453.9% | -270.7% | +79.3% |
| All | +183.2% | +457.6% | -274.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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