+190.3%
RDDT vs APH
+193.0%
-2.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -7.4% | +1.6% | -9.0% | -8.2% |
| 30D | -7.7% | -3.0% | -4.7% | -6.6% |
| 3M | -17.8% | +5.7% | -23.5% | -21.4% |
| 6M | +5.5% | +20.0% | -14.5% | -7.4% |
| YTD | -36.3% | +20.8% | -57.1% | -47.4% |
| 1Y | -39.0% | +40.2% | -79.3% | -56.0% |
| All | +190.3% | +193.0% | -2.7% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling