+1,457.1%
APD vs RL
+1,366.2%
+90.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | +2.1% | -7.8% | +9.9% | +4.2% |
| 3M | +7.2% | -4.0% | +11.2% | +8.0% |
| 6M | +11.2% | -1.9% | +13.1% | +10.6% |
| YTD | +24.4% | -0.2% | +24.6% | +22.8% |
| 1Y | +6.7% | +10.7% | -4.0% | +2.2% |
| 3Y | +9.2% | +210.8% | -201.5% | -22.7% |
| 5Y | +27.4% | +238.2% | -210.9% | -14.4% |
| 10Y | +164.8% | +313.4% | -148.5% | +56.1% |
| All | +1,457.1% | +1,366.2% | +90.9% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling