-19.3%
RMD vs APD
+27.6%
-46.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.0% | -2.2% | -2.8% | -4.3% |
| 30D | +2.2% | +2.1% | +0.1% | +1.6% |
| 3M | +17.8% | +7.2% | +10.7% | +15.1% |
| 6M | -11.3% | +11.2% | -22.6% | -14.7% |
| YTD | -4.4% | +24.4% | -28.8% | -11.6% |
| 1Y | -15.7% | +6.7% | -22.4% | -18.2% |
| 3Y | +47.7% | +9.2% | +38.5% | +39.8% |
| All | -19.3% | +27.6% | -46.8% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling