+23.5%
APD vs RL
+15.3%
+8.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +3.8% | +2.6% | +1.2% | +3.4% |
| 30D | +8.2% | +2.9% | +5.3% | +7.8% |
| 3M | +4.3% | 0.0% | +4.3% | +4.4% |
| 6M | +4.7% | +17.1% | -12.4% | +3.1% |
| YTD | +31.5% | +10.1% | +21.4% | +27.8% |
| 1Y | +23.5% | +17.3% | +6.2% | +13.5% |
| All | +23.5% | +15.3% | +8.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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