-69.1%
APTV vs RBA
+44.6%
-113.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.0% |
| 7D | +2.0% | -1.1% | +3.0% | +2.3% |
| 30D | -7.7% | -13.2% | +5.5% | -3.6% |
| 3M | -34.0% | -21.4% | -12.6% | -29.2% |
| 6M | -37.1% | -20.9% | -16.2% | -32.8% |
| YTD | -39.9% | -19.9% | -20.0% | -36.3% |
| 1Y | -44.4% | -28.7% | -15.8% | -38.9% |
| 3Y | -54.5% | +27.4% | -81.9% | -59.1% |
| 5Y | -69.1% | +41.7% | -110.8% | -74.3% |
| All | -69.1% | +44.6% | -113.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling