+187.8%
APD vs RVTY
+217.6%
-29.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.0% |
| 7D | -1.6% | +6.0% | -7.6% | -3.4% |
| 30D | +10.6% | +4.3% | +6.3% | +8.9% |
| 3M | +2.5% | +40.2% | -37.7% | -8.3% |
| 6M | +6.0% | +59.3% | -53.3% | -9.5% |
| YTD | +28.4% | +66.5% | -38.1% | +6.6% |
| 1Y | +22.2% | +77.5% | -55.3% | -1.0% |
| 3Y | +26.6% | +92.5% | -65.9% | -3.7% |
| 5Y | +11.8% | -6.8% | +18.6% | +8.4% |
| 10Y | +187.8% | +225.4% | -37.6% | +57.7% |
| All | +187.8% | +217.6% | -29.9% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling