+32.0%
RCL vs APD
+36.4%
-4.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +6.5% |
| 7D | +11.7% | +3.8% | +7.9% | +11.9% |
| 30D | +21.1% | +14.1% | +7.0% | +22.1% |
| 3M | +2.9% | +8.2% | -5.3% | +3.5% |
| 6M | +29.8% | +7.5% | +22.3% | +30.7% |
| YTD | +21.4% | +31.7% | -10.2% | +18.2% |
| 1Y | +32.0% | +35.1% | -3.0% | +27.4% |
| All | +32.0% | +36.4% | -4.3% | +27.4% |
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