-18.4%
APTV vs RGEN
+415.7%
-434.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -5.0% | -1.4% | -3.6% | -4.7% |
| 30D | -6.1% | -0.3% | -5.8% | -6.2% |
| 3M | -33.0% | +23.9% | -56.9% | -37.3% |
| 6M | -35.2% | +38.5% | -73.8% | -41.7% |
| YTD | -40.1% | +0.8% | -41.0% | -41.3% |
| 1Y | -45.6% | +38.2% | -83.8% | -51.4% |
| 3Y | -54.4% | +1.3% | -55.7% | -57.8% |
| 5Y | -68.9% | -44.0% | -24.9% | -68.6% |
| All | -18.4% | +415.7% | -434.1% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling