+6,267.4%
APD vs RRC
+1,499.3%
+4,768.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +2.2% | +2.5% | -0.4% | +1.9% |
| 30D | +9.4% | +21.1% | -11.7% | +7.1% |
| 3M | +4.7% | +28.4% | -23.7% | +1.8% |
| 6M | +5.5% | +26.5% | -21.0% | +2.7% |
| YTD | +31.4% | +47.0% | -15.6% | +25.8% |
| 1Y | +24.1% | +35.2% | -11.1% | +19.8% |
| 3Y | +28.8% | +61.0% | -32.2% | +21.1% |
| 5Y | +15.8% | +133.6% | -117.8% | +2.6% |
| 10Y | +191.6% | +72.1% | +119.5% | +140.1% |
| All | +6,267.4% | +1,499.3% | +4,768.1% | +4,479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling