+2.0%
RDW vs APD
+14.8%
-12.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | +0.9% | -3.3% | +4.1% | +2.4% |
| 30D | -21.3% | -4.2% | -17.1% | -19.7% |
| 3M | -37.9% | +5.4% | -43.3% | -39.9% |
| 6M | +12.3% | +6.3% | +6.0% | +7.3% |
| YTD | +39.7% | +20.3% | +19.4% | +24.1% |
| 1Y | +25.7% | +1.6% | +24.1% | +21.3% |
| 3Y | +230.8% | +4.0% | +226.8% | +217.7% |
| 5Y | -8.8% | +23.3% | -32.1% | -25.7% |
| All | +2.0% | +14.8% | -12.8% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling