+199.8%
APD vs RUN
-33.3%
+233.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.6% | +11.0% | +1.2% |
| 7D | -0.2% | +0.3% | -0.6% | -0.4% |
| 30D | +11.0% | +14.0% | -3.0% | +9.5% |
| 3M | +1.3% | -11.8% | +13.1% | +1.9% |
| 6M | +6.4% | -40.4% | +46.7% | +9.8% |
| YTD | +28.9% | -52.7% | +81.6% | +33.6% |
| 1Y | +23.2% | -52.5% | +75.8% | +27.4% |
| 3Y | +26.3% | -7.7% | +34.1% | +10.3% |
| 5Y | +12.0% | -83.9% | +95.9% | +10.3% |
| 10Y | +183.2% | +84.9% | +98.2% | +109.9% |
| All | +199.8% | -33.3% | +233.1% | +125.8% |
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