+7.8%
APD vs RRX
+4.1%
+3.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.5% | +4.3% | -6.8% | -3.1% |
| 30D | -1.9% | -8.0% | +6.1% | -0.6% |
| 3M | +8.2% | -22.0% | +30.2% | +11.7% |
| 6M | +10.7% | -11.9% | +22.6% | +10.9% |
| YTD | +22.9% | +17.1% | +5.8% | +15.3% |
| 1Y | +5.8% | +14.9% | -9.1% | -0.8% |
| 3Y | +7.8% | +6.9% | +0.9% | +1.3% |
| All | +7.8% | +4.1% | +3.7% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling