+26.1%
APD vs RUN
-80.3%
+106.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.4% |
| 7D | -2.5% | +10.2% | -12.6% | -3.1% |
| 30D | -1.9% | -9.6% | +7.7% | -1.3% |
| 3M | +8.2% | -31.5% | +39.7% | +10.4% |
| 6M | +10.7% | -18.7% | +29.4% | +11.2% |
| YTD | +22.9% | -49.9% | +72.8% | +26.4% |
| 1Y | +5.8% | -45.5% | +51.3% | +7.4% |
| 3Y | +7.8% | -34.1% | +41.9% | -1.6% |
| 5Y | +26.1% | -79.4% | +105.5% | +21.3% |
| All | +26.1% | -80.3% | +106.4% | +21.3% |
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