-54.5%
APTV vs RGEN
-0.1%
-54.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | +2.0% | -0.9% | +2.8% | +2.1% |
| 30D | -7.7% | +2.8% | -10.5% | -8.6% |
| 3M | -34.0% | +34.5% | -68.5% | -39.2% |
| 6M | -37.1% | +40.5% | -77.6% | -43.2% |
| YTD | -39.9% | +2.8% | -42.8% | -41.1% |
| 1Y | -44.4% | +39.6% | -84.1% | -50.0% |
| 3Y | -54.5% | +4.4% | -58.9% | -54.5% |
| All | -54.5% | -0.1% | -54.4% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling