+355.6%
RMD vs APD
+191.9%
+163.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +3.8% | -1.8% | +0.4% |
| 30D | +2.1% | +8.2% | -6.1% | -1.4% |
| 3M | +6.2% | +4.3% | +2.0% | +4.2% |
| 6M | +19.4% | +4.7% | +14.7% | +16.5% |
| YTD | +0.5% | +31.5% | -31.0% | -12.2% |
| 1Y | -3.9% | +23.5% | -27.5% | -13.9% |
| 3Y | +72.5% | +29.1% | +43.4% | +46.5% |
| 5Y | -1.5% | +15.9% | -17.4% | -14.0% |
| All | +355.6% | +191.9% | +163.7% | +124.6% |
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