+23.6%
RCL vs APD
+4.3%
+19.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -3.3% |
| 7D | +3.9% | -0.7% | +4.7% | +4.0% |
| 30D | +11.8% | +10.1% | +1.6% | +14.0% |
| 3M | -0.8% | +4.9% | -5.7% | +0.7% |
| 6M | +23.6% | +2.5% | +21.2% | +20.4% |
| All | +23.6% | +4.3% | +19.4% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling