+11.2%
APD vs RNG
+99.4%
-88.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.1% |
| 7D | -2.2% | +5.8% | -8.0% | -2.0% |
| 30D | +2.1% | +19.6% | -17.5% | +2.7% |
| 3M | +7.2% | +67.0% | -59.8% | +8.7% |
| 6M | +11.2% | +88.4% | -77.1% | +14.4% |
| All | +11.2% | +99.4% | -88.2% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling