+169.1%
APD vs RUN
+43.6%
+125.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.4% |
| 7D | -4.6% | -1.8% | -2.8% | -4.5% |
| 30D | -4.2% | -10.8% | +6.6% | -3.3% |
| 3M | +5.0% | -30.2% | +35.1% | +7.7% |
| 6M | +8.9% | -22.3% | +31.3% | +10.0% |
| YTD | +21.9% | -52.2% | +74.1% | +27.0% |
| 1Y | +5.6% | -45.1% | +50.7% | +7.7% |
| 3Y | +6.9% | -37.1% | +44.0% | -4.2% |
| 5Y | +25.3% | -80.3% | +105.6% | +20.8% |
| 10Y | +169.1% | +45.2% | +123.8% | +81.7% |
| All | +169.1% | +43.6% | +125.5% | +81.7% |
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