+56.8%
RGTI vs APD
+22.2%
+34.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +0.5% | -3.3% | +3.7% | +1.9% |
| 30D | -17.1% | -4.2% | -12.9% | -15.6% |
| 3M | -26.0% | +5.4% | -31.4% | -28.2% |
| 6M | -9.9% | +6.3% | -16.1% | -13.5% |
| YTD | -31.1% | +20.3% | -51.4% | -38.5% |
| 1Y | -8.5% | +1.6% | -10.1% | -11.1% |
| 3Y | +652.2% | +4.0% | +648.2% | +606.4% |
| All | +56.8% | +22.2% | +34.5% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling