+2.5%
APD vs RL
+7.4%
-4.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -1.9% |
| 7D | -0.7% | -4.7% | +4.0% | 0.0% |
| 30D | +10.1% | +3.6% | +6.6% | +9.9% |
| 3M | +4.9% | +0.5% | +4.3% | +5.3% |
| 6M | +2.5% | +6.6% | -4.1% | +2.8% |
| All | +2.5% | +7.4% | -4.9% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling