-18.7%
RIG vs APD
+29.6%
-48.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +4.3% | +2.2% | +2.1% | +3.4% |
| 30D | -5.8% | +9.4% | -15.3% | -9.3% |
| 3M | -6.7% | +4.7% | -11.3% | -8.5% |
| 6M | -18.7% | +5.5% | -24.1% | -20.6% |
| YTD | +28.8% | +31.4% | -2.6% | +13.3% |
| 1Y | +28.8% | +24.1% | +4.7% | +15.9% |
| All | -18.7% | +29.6% | -48.3% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling