+342.7%
RMD vs APD
+187.5%
+155.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | -0.8% | -1.2% | +0.3% | -0.3% |
| 30D | +1.7% | +11.0% | -9.4% | -2.9% |
| 3M | +6.4% | +2.6% | +3.8% | +5.1% |
| 6M | +20.7% | +4.8% | +15.9% | +17.7% |
| YTD | -0.2% | +31.0% | -31.1% | -12.7% |
| 1Y | -4.5% | +23.4% | -27.9% | -14.4% |
| 3Y | +70.5% | +28.4% | +42.2% | +45.1% |
| 5Y | -1.6% | +15.2% | -16.8% | -13.9% |
| 10Y | +342.7% | +190.7% | +152.0% | +116.1% |
| All | +342.7% | +187.5% | +155.2% | +116.1% |
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