+193.1%
APD vs RUN
+68.6%
+124.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +3.8% | -13.5% | +17.4% | +5.0% |
| 30D | +8.2% | +18.3% | -10.1% | +6.3% |
| 3M | +4.3% | -12.5% | +16.8% | +4.9% |
| 6M | +4.7% | -40.3% | +45.0% | +8.3% |
| YTD | +31.5% | -53.1% | +84.6% | +36.8% |
| 1Y | +23.5% | -54.3% | +77.8% | +28.4% |
| 3Y | +29.1% | -6.5% | +35.6% | +10.4% |
| 5Y | +15.9% | -85.3% | +101.2% | +16.1% |
| All | +193.1% | +68.6% | +124.6% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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