+12.8%
APD vs RL
+245.5%
-232.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.2% | +1.3% | -1.6% | -0.6% |
| 30D | +11.0% | +7.6% | +3.4% | +8.9% |
| 3M | +2.0% | -1.5% | +3.5% | +2.1% |
| 6M | +7.1% | +12.1% | -5.0% | +3.4% |
| YTD | +29.8% | +13.9% | +15.8% | +23.9% |
| 1Y | +24.0% | +20.7% | +3.4% | +16.6% |
| 3Y | +27.2% | +260.6% | -233.4% | -15.2% |
| 5Y | +12.8% | +248.9% | -236.1% | -27.7% |
| All | +12.8% | +245.5% | -232.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling