+6,274.1%
APD vs RRX
+4,247.4%
+2,026.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | +3.8% | +4.3% | -0.5% | +2.5% |
| 30D | +8.2% | +12.3% | -4.1% | +3.8% |
| 3M | +4.3% | +3.7% | +0.6% | +2.1% |
| 6M | +4.7% | -13.9% | +18.6% | +6.6% |
| YTD | +31.5% | +26.5% | +5.1% | +16.4% |
| 1Y | +23.5% | +29.3% | -5.8% | +8.3% |
| 3Y | +29.1% | +65.6% | -36.4% | -0.1% |
| 5Y | +15.9% | +10.6% | +5.2% | -1.4% |
| 10Y | +191.9% | +202.9% | -10.9% | +74.4% |
| All | +6,274.1% | +4,247.4% | +2,026.6% | +2,185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling