+315.2%
APD vs RNG
+327.7%
-12.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -2.2% | +5.8% | -8.0% | -2.8% |
| 30D | +2.1% | +19.6% | -17.5% | +0.2% |
| 3M | +7.2% | +67.0% | -59.8% | +1.2% |
| 6M | +11.2% | +88.4% | -77.1% | +3.0% |
| YTD | +24.4% | +155.5% | -131.1% | +10.4% |
| 1Y | +6.7% | +141.7% | -135.0% | -5.0% |
| 3Y | +9.2% | +131.1% | -121.8% | -4.7% |
| 5Y | +27.4% | -70.6% | +97.9% | +34.5% |
| 10Y | +164.8% | +228.2% | -63.4% | +89.1% |
| All | +315.2% | +327.7% | -12.6% | +187.5% |
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