+193.5%
APTV vs RBA
+444.1%
-250.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.9% |
| 7D | +4.8% | -2.9% | +7.7% | +6.0% |
| 30D | +2.0% | -12.3% | +14.3% | +7.0% |
| 3M | -34.2% | -20.5% | -13.7% | -28.8% |
| 6M | -34.7% | -18.5% | -16.1% | -30.2% |
| YTD | -37.0% | -18.2% | -18.8% | -33.0% |
| 1Y | -40.4% | -27.5% | -12.9% | -33.7% |
| 3Y | -54.1% | +38.1% | -92.2% | -61.3% |
| 5Y | -68.0% | +44.8% | -112.8% | -74.3% |
| 10Y | -15.5% | +187.1% | -202.6% | -50.3% |
| All | +193.5% | +444.1% | -250.6% | +35.4% |
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