+169.1%
APD vs RNG
+215.2%
-46.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -4.6% | -4.1% | -0.5% | -4.3% |
| 30D | -4.2% | +8.6% | -12.8% | -5.0% |
| 3M | +5.0% | +78.0% | -73.0% | -1.1% |
| 6M | +8.9% | +67.0% | -58.1% | +2.6% |
| YTD | +21.9% | +142.4% | -120.5% | +9.4% |
| 1Y | +5.6% | +120.4% | -114.9% | -4.5% |
| 3Y | +6.9% | +122.1% | -115.2% | -5.8% |
| 5Y | +25.3% | -69.8% | +95.2% | +32.1% |
| 10Y | +169.1% | +223.4% | -54.3% | +97.1% |
| All | +169.1% | +215.2% | -46.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling