+5,927.3%
APD vs RVTY
+2,416.7%
+3,510.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +7.2% | +27.2% | -20.1% | +0.7% |
| 6M | +11.2% | +32.4% | -21.2% | +2.8% |
| YTD | +24.4% | +34.9% | -10.5% | +14.0% |
| 1Y | +6.7% | +52.4% | -45.7% | -5.5% |
| 3Y | +9.2% | +12.3% | -3.0% | +2.1% |
| 5Y | +27.4% | -30.8% | +58.2% | +31.8% |
| 10Y | +164.8% | +150.7% | +14.1% | +99.5% |
| All | +5,927.3% | +2,416.7% | +3,510.6% | +2,161.3% |
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