+11.2%
APD vs RRC
+31.1%
-19.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.2% | +1.3% | -3.5% | -2.5% |
| 30D | +2.1% | +10.1% | -8.0% | +0.3% |
| 3M | +7.2% | +4.0% | +3.2% | +6.2% |
| 6M | +11.2% | +1.6% | +9.7% | +10.5% |
| YTD | +24.4% | +19.7% | +4.7% | +19.7% |
| 1Y | +6.7% | +21.4% | -14.7% | +2.2% |
| All | +11.2% | +31.1% | -19.9% | +3.6% |
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