+41,132.7%
RMD vs APD
+2,427.9%
+38,704.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -5.0% | -2.2% | -2.8% | -4.3% |
| 30D | +2.2% | +2.1% | +0.1% | +1.5% |
| 3M | +17.8% | +7.2% | +10.7% | +14.8% |
| 6M | -11.3% | +11.2% | -22.6% | -15.0% |
| YTD | -4.4% | +24.4% | -28.8% | -12.0% |
| 1Y | -15.7% | +6.7% | -22.4% | -18.5% |
| 3Y | +47.7% | +9.2% | +38.5% | +38.8% |
| 5Y | -19.2% | +27.4% | -46.6% | -28.9% |
| 10Y | +280.4% | +164.8% | +115.6% | +161.4% |
| All | +41,132.7% | +2,427.9% | +38,704.8% | +16,559.0% |
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 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