+26.1%
APD vs RNG
-70.8%
+96.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.9% |
| 7D | -2.5% | -0.8% | -1.7% | -2.5% |
| 30D | -1.9% | +11.4% | -13.3% | -2.7% |
| 3M | +8.2% | +72.1% | -63.9% | +3.5% |
| 6M | +10.7% | +67.9% | -57.2% | +5.6% |
| YTD | +22.9% | +144.3% | -121.4% | +12.5% |
| 1Y | +5.8% | +117.5% | -111.7% | -2.3% |
| 3Y | +7.8% | +123.9% | -116.1% | -3.0% |
| 5Y | +26.1% | -70.1% | +96.2% | +27.2% |
| All | +26.1% | -70.8% | +96.9% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling