-40.4%
APTV vs RBRK
+6.4%
-46.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | +4.8% | +0.7% | +4.1% | +4.7% |
| 30D | +2.0% | +10.4% | -8.4% | +1.1% |
| 3M | -34.2% | +21.6% | -55.9% | -35.3% |
| 6M | -34.7% | +70.7% | -105.4% | -38.2% |
| YTD | -37.0% | +22.5% | -59.5% | -39.9% |
| 1Y | -40.4% | +8.2% | -48.6% | -42.7% |
| All | -40.4% | +6.4% | -46.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling