+5,998.7%
APD vs RVTY
+2,899.1%
+3,099.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.2% |
| 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% | -9.2% |
| YTD | +25.9% | +60.7% | -34.9% | +10.0% |
| 1Y | +20.1% | +73.7% | -53.6% | +3.0% |
| 3Y | +12.4% | +82.8% | -70.4% | -6.5% |
| 5Y | +11.1% | -7.0% | +18.1% | +6.8% |
| 10Y | +190.1% | +212.3% | -22.2% | +106.6% |
| All | +5,998.7% | +2,899.1% | +3,099.7% | +2,083.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling