+209.8%
RF vs APD
+191.6%
+18.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +0.4% | +2.2% | -1.8% | -0.9% |
| 30D | +5.6% | +9.4% | -3.9% | +0.3% |
| 3M | -8.9% | +4.7% | -13.5% | -11.4% |
| 6M | +7.1% | +5.5% | +1.6% | +2.9% |
| YTD | +8.3% | +31.4% | -23.1% | -9.4% |
| 1Y | +16.8% | +24.1% | -7.3% | +0.6% |
| 3Y | +115.0% | +28.8% | +86.2% | +73.4% |
| 5Y | +46.4% | +15.8% | +30.6% | +22.7% |
| All | +209.8% | +191.6% | +18.2% | +37.1% |
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 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