+20.1%
APD vs RRC
+31.6%
-11.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | -3.7% | -10.8% | +7.2% | -2.1% |
| 30D | +9.6% | +22.3% | -12.7% | +5.1% |
| 3M | +1.6% | +26.6% | -25.0% | -3.3% |
| 6M | +2.2% | +18.9% | -16.8% | -1.9% |
| YTD | +25.9% | +39.2% | -13.3% | +15.4% |
| 1Y | +20.1% | +34.0% | -13.8% | +15.3% |
| All | +20.1% | +31.6% | -11.5% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling