+206.2%
RDDT vs APH
+198.2%
+8.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.4% |
| 7D | +1.0% | +5.0% | -4.0% | -1.8% |
| 30D | -0.5% | -3.9% | +3.4% | +1.1% |
| 3M | -16.0% | +13.0% | -29.0% | -22.6% |
| 6M | +4.9% | +25.2% | -20.3% | -10.3% |
| YTD | -32.8% | +22.9% | -55.7% | -45.1% |
| 1Y | -33.5% | +47.8% | -81.3% | -53.9% |
| All | +206.2% | +198.2% | +8.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling