+26.4%
APD vs RRX
+19.6%
+6.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.5% | +4.3% | -6.8% | -3.3% |
| 30D | -1.9% | -8.0% | +6.1% | -0.3% |
| 3M | +8.2% | -22.0% | +30.2% | +12.8% |
| 6M | +10.7% | -11.9% | +22.6% | +11.0% |
| YTD | +22.9% | +17.1% | +5.8% | +13.9% |
| 1Y | +5.8% | +14.9% | -9.1% | -2.0% |
| 3Y | +7.8% | +6.9% | +0.9% | -1.9% |
| All | +26.4% | +19.6% | +6.8% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling