+10.0%
APD vs RUN
-82.6%
+92.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -3.7% | +33.4% | -37.1% | -5.5% |
| 30D | +9.6% | +31.1% | -21.5% | +7.6% |
| 3M | +1.6% | +6.4% | -4.8% | +0.9% |
| 6M | +2.2% | -22.2% | +24.4% | +3.0% |
| YTD | +25.9% | -45.8% | +71.6% | +28.4% |
| 1Y | +20.1% | -51.1% | +71.3% | +23.1% |
| 3Y | +12.4% | -3.0% | +15.4% | -0.8% |
| All | +10.0% | -82.6% | +92.5% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling