-4.7%
RMD vs APD
+21.8%
-26.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.1% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | +2.5% | +10.6% | -8.1% | +1.1% |
| 3M | +11.5% | +2.5% | +9.0% | +11.2% |
| 6M | +14.7% | +6.0% | +8.7% | +14.0% |
| YTD | -1.3% | +28.4% | -29.8% | -7.5% |
| All | -4.7% | +21.8% | -26.5% | -9.5% |
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