+169.3%
APD vs RSG
+425.0%
-255.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -3.5% | -1.8% | -1.7% | -2.3% |
| 30D | -5.1% | +2.8% | -7.9% | -6.8% |
| 3M | +6.9% | +4.3% | +2.6% | +3.5% |
| 6M | +8.1% | -0.5% | +8.6% | +7.5% |
| YTD | +21.2% | +5.2% | +16.0% | +15.7% |
| 1Y | +4.9% | -2.1% | +7.0% | +5.1% |
| 3Y | +6.3% | +56.5% | -50.2% | -25.7% |
| 5Y | +24.3% | +89.5% | -65.2% | -26.5% |
| All | +169.3% | +425.0% | -255.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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