+12.4%
APD vs RRC
+36.3%
-23.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.0% |
| 7D | -3.7% | -10.8% | +7.2% | -1.8% |
| 30D | +9.6% | +22.3% | -12.7% | +5.2% |
| 3M | +1.6% | +26.6% | -25.0% | -3.1% |
| 6M | +2.2% | +18.9% | -16.8% | -1.7% |
| YTD | +25.9% | +39.2% | -13.3% | +17.2% |
| 1Y | +20.1% | +34.0% | -13.8% | +12.8% |
| 3Y | +12.4% | +42.0% | -29.6% | +8.2% |
| All | +12.4% | +36.3% | -23.9% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling