+380.4%
RCL vs APD
+185.9%
+194.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.3% |
| 7D | +6.5% | -3.7% | +10.2% | +9.2% |
| 30D | +15.9% | +9.6% | +6.3% | +9.2% |
| 3M | +2.7% | +1.6% | +1.0% | +1.2% |
| 6M | +15.2% | +2.2% | +13.1% | +11.9% |
| YTD | +19.2% | +25.9% | -6.6% | -1.5% |
| 1Y | +31.6% | +20.1% | +11.5% | +12.0% |
| 3Y | +274.2% | +12.4% | +261.8% | +217.1% |
| 5Y | +250.1% | +11.1% | +238.9% | +193.1% |
| All | +380.4% | +185.9% | +194.5% | +122.6% |
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