+59.7%
RGTI vs APD
+18.1%
+41.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.5% |
| 7D | +5.5% | -2.5% | +8.0% | +6.5% |
| 30D | -11.9% | -1.9% | -10.0% | -11.3% |
| 3M | -27.4% | +8.2% | -35.6% | -30.4% |
| 6M | -7.1% | +10.7% | -17.8% | -12.3% |
| YTD | -28.6% | +22.9% | -51.5% | -36.6% |
| 1Y | +4.4% | +5.8% | -1.4% | -0.6% |
| 3Y | +698.5% | +7.8% | +690.7% | +639.8% |
| 5Y | +64.2% | +26.1% | +38.1% | +32.7% |
| All | +59.7% | +18.1% | +41.6% | +29.2% |
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 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