+53.0%
RSP vs APD
+27.6%
+25.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | -0.3% | +2.1% | -2.4% | -1.0% |
| 3M | +4.3% | +7.2% | -2.9% | +1.6% |
| 6M | +8.8% | +11.2% | -2.4% | +4.5% |
| YTD | +15.3% | +24.4% | -9.1% | +6.1% |
| 1Y | +18.3% | +6.7% | +11.6% | +14.7% |
| 3Y | +52.8% | +9.2% | +43.6% | +44.6% |
| All | +53.0% | +27.6% | +25.4% | +25.5% |
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