-33.5%
RDDT vs APD
+6.0%
-39.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +1.0% | -2.2% | +3.2% | +1.1% |
| 30D | -0.5% | +2.1% | -2.6% | -0.3% |
| 3M | -16.0% | +7.2% | -23.2% | -15.2% |
| 6M | +4.9% | +11.2% | -6.4% | +6.6% |
| YTD | -32.8% | +24.4% | -57.2% | -31.8% |
| 1Y | -33.5% | +6.7% | -40.1% | -19.7% |
| All | -33.5% | +6.0% | -39.5% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling