+144.3%
APTV vs RBA
+523.7%
-379.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.3% |
| 7D | -9.8% | +2.5% | -12.3% | -10.6% |
| 30D | -8.9% | +11.6% | -20.4% | -12.7% |
| 3M | -19.5% | +1.5% | -21.0% | -20.3% |
| 6M | -31.1% | -6.6% | -24.5% | -30.2% |
| YTD | -47.5% | -6.3% | -41.3% | -47.2% |
| 1Y | -52.3% | -4.0% | -48.3% | -52.4% |
| 3Y | -45.2% | +47.3% | -92.5% | -54.8% |
| 5Y | -76.9% | +47.7% | -124.5% | -81.5% |
| 10Y | -25.1% | +224.7% | -249.8% | -58.1% |
| All | +144.3% | +523.7% | -379.5% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling