-29.6%
RIG vs APD
+10.0%
-39.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.1% |
| 7D | -2.7% | -2.5% | -0.2% | -1.7% |
| 30D | +9.5% | -1.9% | +11.4% | +10.3% |
| 3M | -6.6% | +8.2% | -14.9% | -9.9% |
| 6M | -2.9% | +10.7% | -13.6% | -7.4% |
| YTD | +39.5% | +22.9% | +16.5% | +26.5% |
| 1Y | +82.3% | +5.8% | +76.5% | +76.6% |
| 3Y | -29.6% | +7.8% | -37.4% | -32.7% |
| All | -29.6% | +10.0% | -39.6% | -32.7% |
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