+189.2%
APD vs RUN
-31.9%
+221.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.2% | +1.3% | -3.5% | -2.3% |
| 30D | +2.1% | -15.3% | +17.3% | +3.3% |
| 3M | +7.2% | -40.0% | +47.2% | +11.1% |
| 6M | +11.2% | -27.0% | +38.2% | +12.9% |
| YTD | +24.4% | -51.7% | +76.1% | +29.2% |
| 1Y | +6.7% | -45.9% | +52.6% | +8.8% |
| 3Y | +9.2% | -43.8% | +53.0% | +0.3% |
| 5Y | +27.4% | -80.5% | +107.8% | +23.1% |
| 10Y | +164.8% | +45.3% | +119.6% | +98.4% |
| All | +189.2% | -31.9% | +221.2% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling