+193.1%
APD vs RSG
+452.6%
-259.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.8% | +2.5% | +1.3% | +2.2% |
| 30D | +8.2% | +12.7% | -4.5% | 0.0% |
| 3M | +4.3% | +17.9% | -13.6% | -6.5% |
| 6M | +4.7% | +25.0% | -20.3% | -10.2% |
| YTD | +31.5% | +20.8% | +10.7% | +14.6% |
| 1Y | +23.5% | +24.3% | -0.7% | +5.6% |
| 3Y | +29.1% | +65.3% | -36.1% | -12.4% |
| 5Y | +15.9% | +99.1% | -83.2% | -32.7% |
| All | +193.1% | +452.6% | -259.5% | -6.6% |
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