-55.4%
APTV vs RIO
+95.3%
-150.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -1.2% | +1.0% | -2.1% | -1.6% |
| 30D | -10.6% | +4.0% | -14.7% | -12.5% |
| 3M | -35.0% | +4.5% | -39.5% | -36.7% |
| 6M | -38.9% | +17.3% | -56.2% | -44.4% |
| YTD | -41.5% | +36.2% | -77.7% | -51.5% |
| 1Y | -45.8% | +76.1% | -122.0% | -61.6% |
| All | -55.4% | +95.3% | -150.7% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling