-70.1%
APTV vs RGEN
-44.3%
-25.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -1.2% | -4.6% | +3.4% | +0.1% |
| 30D | -10.6% | +1.2% | -11.8% | -11.2% |
| 3M | -35.0% | +26.8% | -61.8% | -40.0% |
| 6M | -38.9% | +29.1% | -68.0% | -44.4% |
| YTD | -41.5% | +0.7% | -42.2% | -42.7% |
| 1Y | -45.8% | +39.1% | -84.9% | -52.2% |
| 3Y | -55.7% | +2.2% | -58.0% | -59.4% |
| 5Y | -70.1% | -44.0% | -26.1% | -73.3% |
| All | -70.1% | -44.3% | -25.8% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling