+1,115.8%
RSP vs APD
+1,240.2%
-124.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -1.0% | -3.7% | +2.6% | +0.9% |
| 30D | +2.6% | +9.6% | -7.0% | -2.3% |
| 3M | -0.8% | +1.6% | -2.4% | -1.9% |
| 6M | +6.3% | +2.2% | +4.1% | +4.1% |
| YTD | +14.1% | +25.9% | -11.7% | -0.9% |
| 1Y | +18.0% | +20.1% | -2.1% | +4.6% |
| 3Y | +61.0% | +12.4% | +48.6% | +41.4% |
| 5Y | +45.6% | +11.1% | +34.5% | +26.0% |
| 10Y | +220.2% | +190.1% | +30.0% | +49.5% |
| All | +1,115.8% | +1,240.2% | -124.5% | +125.1% |
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 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