+61.0%
RSP vs APD
+11.7%
+49.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -1.0% | -3.7% | +2.6% | -0.2% |
| 30D | +2.6% | +9.6% | -7.0% | +0.6% |
| 3M | -0.8% | +1.6% | -2.4% | -1.2% |
| 6M | +6.3% | +2.2% | +4.1% | +5.6% |
| YTD | +14.1% | +25.9% | -11.7% | +7.6% |
| 1Y | +18.0% | +20.1% | -2.1% | +12.4% |
| 3Y | +61.0% | +12.4% | +48.6% | +54.1% |
| All | +61.0% | +11.7% | +49.4% | +54.1% |
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