+167.3%
APD vs RRX
+228.4%
-61.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.4% | -1.8% |
| 7D | -3.3% | -0.3% | -2.9% | -3.2% |
| 30D | -4.2% | -6.1% | +2.0% | -2.5% |
| 3M | +5.4% | -23.1% | +28.5% | +12.4% |
| 6M | +6.3% | -19.5% | +25.8% | +9.8% |
| YTD | +20.3% | +16.1% | +4.3% | +8.7% |
| 1Y | +1.6% | +12.9% | -11.3% | -8.2% |
| 3Y | +4.0% | +7.9% | -3.9% | -9.9% |
| 5Y | +23.3% | +19.1% | +4.2% | -1.8% |
| All | +167.3% | +228.4% | -61.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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