+193.5%
APTV vs RGEN
+4,903.0%
-4,709.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.3% |
| 7D | +4.8% | -4.9% | +9.7% | +5.8% |
| 30D | +2.0% | +5.7% | -3.7% | +0.7% |
| 3M | -34.2% | +32.4% | -66.7% | -38.4% |
| 6M | -34.7% | +33.2% | -67.8% | -39.3% |
| YTD | -37.0% | +2.3% | -39.3% | -38.1% |
| 1Y | -40.4% | +39.0% | -79.4% | -45.3% |
| 3Y | -54.1% | -4.6% | -49.5% | -56.1% |
| 5Y | -68.0% | -42.7% | -25.3% | -67.8% |
| 10Y | -15.5% | +433.6% | -449.1% | -38.8% |
| All | +193.5% | +4,903.0% | -4,709.5% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling