-25.1%
RCL vs APD
+6.0%
-31.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | -5.1% | -2.2% | -2.9% | -5.0% |
| 30D | -19.0% | +2.1% | -21.1% | -19.1% |
| 3M | -9.6% | +7.2% | -16.8% | -9.9% |
| 6M | -6.7% | +11.2% | -17.9% | -8.2% |
| YTD | -3.9% | +24.4% | -28.3% | -9.2% |
| 1Y | -25.1% | +6.7% | -31.8% | -23.7% |
| All | -25.1% | +6.0% | -31.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling