+2.8%
RDW vs APD
+16.3%
-13.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.3% |
| 7D | +3.6% | -4.6% | +8.2% | +5.9% |
| 30D | -18.4% | -4.2% | -14.2% | -16.8% |
| 3M | -32.1% | +5.0% | -37.0% | -34.0% |
| 6M | +10.9% | +8.9% | +1.9% | +4.7% |
| YTD | +40.8% | +21.9% | +18.9% | +24.2% |
| 1Y | +31.1% | +5.6% | +25.6% | +23.7% |
| 3Y | +245.2% | +6.9% | +238.3% | +227.0% |
| 5Y | -16.7% | +25.3% | -42.1% | -32.6% |
| All | +2.8% | +16.3% | -13.5% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling