+10.0%
APD vs RVTY
-7.4%
+17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.1% |
| 7D | -3.7% | -1.2% | -2.5% | -3.5% |
| 30D | +9.6% | +1.0% | +8.6% | +9.1% |
| 3M | +1.6% | +35.8% | -34.2% | -6.1% |
| 6M | +2.2% | +56.7% | -54.5% | -9.3% |
| YTD | +25.9% | +60.7% | -34.9% | +9.7% |
| 1Y | +20.1% | +73.7% | -53.6% | +2.3% |
| 3Y | +12.4% | +82.8% | -70.4% | -8.1% |
| All | +10.0% | -7.4% | +17.4% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling