+35.1%
APD vs RVTY
+74.0%
-38.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | +3.8% | -3.6% | +7.4% | +3.8% |
| 30D | +14.1% | +1.4% | +12.7% | +14.1% |
| 3M | +8.2% | +43.2% | -35.0% | +8.0% |
| 6M | +7.5% | +84.5% | -76.9% | +7.4% |
| YTD | +31.7% | +65.2% | -33.5% | +31.5% |
| 1Y | +35.1% | +74.3% | -39.2% | +37.9% |
| All | +35.1% | +74.0% | -38.9% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling