-26.7%
APTV vs RBA
+225.5%
-252.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -4.3% | +3.2% | -7.5% | -5.5% |
| 30D | -9.7% | +12.0% | -21.7% | -14.0% |
| 3M | -20.6% | +2.9% | -23.4% | -21.9% |
| 6M | -31.7% | -6.3% | -25.4% | -30.8% |
| YTD | -48.0% | -5.9% | -42.1% | -47.8% |
| 1Y | -52.1% | -3.9% | -48.2% | -52.3% |
| 3Y | -47.9% | +64.9% | -112.8% | -60.2% |
| 5Y | -76.9% | +48.5% | -125.4% | -82.2% |
| 10Y | -26.7% | +211.8% | -238.5% | -64.3% |
| All | -26.7% | +225.5% | -252.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling