-20.4%
RMD vs APD
+5.1%
-25.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -4.7% | -4.6% | -0.1% | -4.0% |
| 30D | +0.2% | -4.2% | +4.4% | +0.9% |
| 3M | +12.0% | +5.0% | +7.0% | +11.4% |
| 6M | -12.5% | +8.9% | -21.5% | -14.1% |
| YTD | -7.9% | +21.9% | -29.8% | -13.0% |
| 1Y | -20.4% | +5.6% | -25.9% | -21.3% |
| All | -20.4% | +5.1% | -25.5% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling