+137.2%
APTV vs RGEN
+4,908.7%
-4,771.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -1.7% | -3.3% | +1.5% | -1.1% |
| 30D | -11.6% | -5.8% | -5.7% | -10.6% |
| 3M | -21.2% | +0.2% | -21.4% | -21.9% |
| 6M | -28.5% | +56.8% | -85.3% | -35.9% |
| YTD | -49.1% | +2.4% | -51.5% | -50.3% |
| 1Y | -52.2% | +11.4% | -63.6% | -54.2% |
| 3Y | -48.6% | +15.2% | -63.8% | -52.7% |
| 5Y | -77.3% | -35.1% | -42.2% | -77.6% |
| 10Y | -26.9% | +419.6% | -446.5% | -47.2% |
| All | +137.2% | +4,908.7% | -4,771.5% | +30.9% |
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