+348.7%
RMD vs APD
+192.6%
+156.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.7% |
| 7D | +1.2% | -1.6% | +2.8% | +1.9% |
| 30D | +2.5% | +10.6% | -8.1% | -2.0% |
| 3M | +11.5% | +2.5% | +9.0% | +10.2% |
| 6M | +14.7% | +6.0% | +8.7% | +11.1% |
| YTD | -1.3% | +28.4% | -29.8% | -13.0% |
| 1Y | -5.3% | +22.2% | -27.4% | -14.8% |
| 3Y | +68.8% | +26.6% | +42.2% | +44.4% |
| 5Y | -5.9% | +11.8% | -17.6% | -16.4% |
| 10Y | +348.7% | +187.8% | +160.9% | +121.7% |
| All | +348.7% | +192.6% | +156.1% | +121.7% |
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 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