-18.4%
APTV vs RIO
+608.6%
-627.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -5.0% | -3.2% | -1.8% | -3.4% |
| 30D | -6.1% | +0.9% | -7.0% | -6.9% |
| 3M | -33.0% | -1.4% | -31.6% | -33.1% |
| 6M | -35.2% | +10.9% | -46.2% | -39.9% |
| YTD | -40.1% | +31.2% | -71.4% | -50.0% |
| 1Y | -45.6% | +67.9% | -113.5% | -60.8% |
| 3Y | -54.4% | +88.8% | -143.2% | -69.6% |
| 5Y | -68.9% | +93.1% | -162.0% | -80.4% |
| All | -18.4% | +608.6% | -627.1% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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