+7.8%
APD vs RSG
+55.3%
-47.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.5% | -0.7% | -1.7% | -2.3% |
| 30D | -1.9% | +3.3% | -5.2% | -2.9% |
| 3M | +8.2% | +8.5% | -0.2% | +5.0% |
| 6M | +10.7% | -3.5% | +14.3% | +12.2% |
| YTD | +22.9% | +5.5% | +17.4% | +19.9% |
| 1Y | +5.8% | -1.7% | +7.5% | +6.3% |
| 3Y | +7.8% | +56.9% | -49.1% | -11.8% |
| All | +7.8% | +55.3% | -47.5% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling