+187.8%
APD vs RRC
+63.1%
+124.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -10.3% | +8.8% | -0.4% |
| 30D | +10.6% | +19.5% | -8.9% | +8.2% |
| 3M | +2.5% | +27.9% | -25.4% | -0.5% |
| 6M | +6.0% | +21.2% | -15.2% | +3.4% |
| YTD | +28.4% | +39.6% | -11.1% | +23.2% |
| 1Y | +22.2% | +31.3% | -9.1% | +17.9% |
| 3Y | +26.6% | +51.9% | -25.4% | +19.1% |
| 5Y | +11.8% | +110.2% | -98.4% | -0.4% |
| 10Y | +187.8% | +56.7% | +131.1% | +114.9% |
| All | +187.8% | +63.1% | +124.7% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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