+57.5%
RMD vs APD
+11.7%
+45.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +2.3% | -3.7% | +6.0% | +3.3% |
| 30D | +4.1% | +9.6% | -5.5% | +1.9% |
| 3M | +5.7% | +1.6% | +4.1% | +5.3% |
| 6M | +12.9% | +2.2% | +10.7% | +12.2% |
| YTD | -1.5% | +25.9% | -27.4% | -7.9% |
| 1Y | -4.8% | +20.1% | -24.9% | -9.9% |
| 3Y | +57.5% | +12.4% | +45.1% | +49.1% |
| All | +57.5% | +11.7% | +45.8% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling