-4.4%
RMD vs APD
+16.4%
-20.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +3.8% | -1.8% | +0.9% |
| 30D | +2.1% | +8.2% | -6.1% | -0.4% |
| 3M | +6.2% | +4.3% | +2.0% | +4.8% |
| 6M | +19.4% | +4.7% | +14.7% | +17.4% |
| YTD | +0.5% | +31.5% | -31.0% | -8.9% |
| 1Y | -3.9% | +23.5% | -27.5% | -11.2% |
| 3Y | +72.5% | +29.1% | +43.4% | +53.8% |
| All | -4.4% | +16.4% | -20.8% | -20.0% |
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