+268.2%
RMD vs APD
+161.1%
+107.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | -4.5% | -2.5% | -2.0% | -3.4% |
| 30D | +4.6% | -1.9% | +6.5% | +5.5% |
| 3M | +14.8% | +8.2% | +6.5% | +10.4% |
| 6M | -12.1% | +10.7% | -22.8% | -16.7% |
| YTD | -7.5% | +22.9% | -30.4% | -16.7% |
| 1Y | -20.1% | +5.8% | -25.9% | -23.3% |
| 3Y | +53.9% | +7.8% | +46.1% | +41.9% |
| 5Y | -22.2% | +26.1% | -48.3% | -36.0% |
| 10Y | +268.2% | +163.7% | +104.5% | +88.9% |
| All | +268.2% | +161.1% | +107.1% | +88.9% |
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