+42,387.6%
RMD vs APD
+2,457.8%
+39,929.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | +2.3% | -3.7% | +6.0% | +3.6% |
| 30D | +4.1% | +9.6% | -5.5% | +0.9% |
| 3M | +5.7% | +1.6% | +4.1% | +5.0% |
| 6M | +12.9% | +2.2% | +10.7% | +11.6% |
| YTD | -1.5% | +25.9% | -27.4% | -9.8% |
| 1Y | -4.8% | +20.1% | -24.9% | -11.5% |
| 3Y | +57.5% | +12.4% | +45.1% | +46.4% |
| 5Y | -5.5% | +11.1% | -16.6% | -12.9% |
| 10Y | +357.8% | +190.1% | +167.6% | +205.7% |
| All | +42,387.6% | +2,457.8% | +39,929.8% | +16,984.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling