+95.2%
RDDT vs APH
+182.3%
-87.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.2% |
| 7D | +3.5% | +4.9% | -1.4% | +1.0% |
| 30D | -33.7% | -5.4% | -28.4% | -32.0% |
| 3M | -37.7% | -5.5% | -32.3% | -36.5% |
| 6M | -36.1% | +25.9% | -62.0% | -45.3% |
| YTD | -57.2% | +16.4% | -73.5% | -64.2% |
| 1Y | -48.0% | +16.5% | -64.5% | -56.9% |
| All | +95.2% | +182.3% | -87.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling