+5,591.8%
RCL vs APD
+3,125.5%
+2,466.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.3% |
| 7D | +3.9% | -0.7% | +4.7% | +4.4% |
| 30D | +11.8% | +10.1% | +1.6% | +5.3% |
| 3M | -0.8% | +4.9% | -5.7% | -4.1% |
| 6M | +23.6% | +2.5% | +21.2% | +19.9% |
| YTD | +17.6% | +27.8% | -10.2% | -2.1% |
| 1Y | +28.3% | +32.9% | -4.6% | +3.4% |
| 3Y | +261.4% | +13.4% | +248.1% | +209.6% |
| 5Y | +245.3% | +12.8% | +232.5% | +197.2% |
| 10Y | +381.8% | +194.6% | +187.2% | +130.7% |
| All | +5,591.8% | +3,125.5% | +2,466.3% | +1,009.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling