+5,669.9%
RCL vs APD
+3,077.0%
+2,592.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.3% |
| 7D | +6.5% | -3.7% | +10.2% | +9.0% |
| 30D | +15.9% | +9.6% | +6.3% | +9.5% |
| 3M | +2.7% | +1.6% | +1.0% | +1.2% |
| 6M | +15.2% | +2.2% | +13.1% | +12.0% |
| YTD | +19.2% | +25.9% | -6.6% | +0.1% |
| 1Y | +31.6% | +20.1% | +11.5% | +13.5% |
| 3Y | +274.2% | +12.4% | +261.8% | +222.1% |
| 5Y | +250.1% | +11.1% | +238.9% | +204.1% |
| 10Y | +388.4% | +190.1% | +198.3% | +136.0% |
| All | +5,669.9% | +3,077.0% | +2,592.9% | +1,034.6% |
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 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