+163.7%
APD vs RRC
+7.9%
+155.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -1.9% | +9.4% | -11.3% | -2.9% |
| 3M | +8.2% | +7.4% | +0.8% | +7.3% |
| 6M | +10.7% | +1.5% | +9.3% | +10.4% |
| YTD | +22.9% | +19.4% | +3.5% | +20.2% |
| 1Y | +5.8% | +24.2% | -18.4% | +2.9% |
| 3Y | +7.8% | +32.8% | -25.0% | +3.2% |
| 5Y | +26.1% | +152.9% | -126.8% | +10.6% |
| 10Y | +163.7% | +3.9% | +159.9% | +108.9% |
| All | +163.7% | +7.9% | +155.8% | +108.9% |
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