+1,519.1%
APD vs RSG
+2,015.2%
-496.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +2.1% | +7.6% | -5.5% | -0.5% |
| 3M | +7.2% | +7.4% | -0.3% | +4.2% |
| 6M | +11.2% | -3.3% | +14.5% | +12.1% |
| YTD | +24.4% | +6.0% | +18.4% | +21.2% |
| 1Y | +6.7% | -3.7% | +10.3% | +7.5% |
| 3Y | +9.2% | +59.1% | -49.9% | -8.4% |
| 5Y | +27.4% | +89.0% | -61.7% | +0.3% |
| 10Y | +164.8% | +412.5% | -247.7% | +52.9% |
| All | +1,519.1% | +2,015.2% | -496.2% | +536.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling