+164.3%
APD vs RVTY
+149.2%
+15.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | +2.1% | +13.2% | -11.1% | -1.9% |
| 3M | +7.2% | +27.2% | -20.1% | -1.1% |
| 6M | +11.2% | +32.4% | -21.2% | +0.3% |
| YTD | +24.4% | +34.9% | -10.5% | +10.8% |
| 1Y | +6.7% | +52.4% | -45.7% | -9.5% |
| 3Y | +9.2% | +12.3% | -3.0% | 0.0% |
| 5Y | +27.4% | -30.8% | +58.2% | +37.1% |
| All | +164.3% | +149.2% | +15.1% | +56.0% |
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