+14.1%
APD vs RL
+244.8%
-230.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -1.5% |
| 7D | -0.7% | -4.7% | +4.0% | +0.2% |
| 30D | +10.1% | +3.6% | +6.6% | +9.3% |
| 3M | +4.9% | +0.5% | +4.3% | +4.6% |
| 6M | +2.5% | +6.6% | -4.1% | +0.7% |
| YTD | +27.8% | +8.8% | +18.9% | +24.3% |
| 1Y | +32.9% | +21.8% | +11.1% | +26.0% |
| All | +14.1% | +244.8% | -230.7% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling