-34.7%
APTV vs RBA
-16.5%
-18.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +3.0% |
| 7D | +4.8% | -2.9% | +7.7% | +5.4% |
| 30D | +2.0% | -12.3% | +14.3% | +5.1% |
| 3M | -34.2% | -20.5% | -13.7% | -30.3% |
| 6M | -34.7% | -18.5% | -16.1% | -31.3% |
| All | -34.7% | -16.5% | -18.1% | -31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling