-45.7%
RDDT vs APD
+36.4%
-82.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +6.2% |
| 7D | -24.4% | +3.8% | -28.2% | -24.0% |
| 30D | -32.3% | +14.1% | -46.4% | -31.5% |
| 3M | -36.3% | +8.2% | -44.5% | -35.5% |
| 6M | -39.7% | +7.5% | -47.3% | -39.2% |
| YTD | -55.7% | +31.7% | -87.3% | -52.4% |
| 1Y | -45.7% | +35.1% | -80.8% | -40.0% |
| All | -45.7% | +36.4% | -82.1% | -40.0% |
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