+337.2%
APD vs RNG
+338.4%
-1.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.7% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | +11.0% | -3.8% | +14.8% | +11.3% |
| 3M | +2.6% | +18.6% | -16.0% | +0.6% |
| 6M | +4.8% | +69.2% | -64.4% | -1.6% |
| YTD | +31.0% | +161.9% | -130.9% | +15.7% |
| 1Y | +23.4% | +176.2% | -152.8% | +8.2% |
| 3Y | +28.4% | +174.5% | -146.2% | +9.9% |
| 5Y | +15.2% | -71.9% | +87.1% | +22.7% |
| 10Y | +190.7% | +235.4% | -44.7% | +106.9% |
| All | +337.2% | +338.4% | -1.3% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling