+345.6%
RCL vs APD
+165.5%
+180.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.5% |
| 7D | -5.1% | -2.2% | -2.9% | -3.7% |
| 30D | -19.0% | +2.1% | -21.1% | -20.3% |
| 3M | -9.6% | +7.2% | -16.8% | -14.5% |
| 6M | -6.7% | +11.2% | -17.9% | -14.9% |
| YTD | -3.9% | +24.4% | -28.3% | -19.7% |
| 1Y | -25.1% | +6.7% | -31.8% | -30.8% |
| 3Y | +179.1% | +9.2% | +169.9% | +142.3% |
| 5Y | +243.3% | +27.4% | +216.0% | +158.2% |
| All | +345.6% | +165.5% | +180.1% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling