-68.8%
APTV vs RIO
+90.3%
-159.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.8% | +4.6% |
| 7D | -1.8% | -3.4% | +1.5% | -0.3% |
| 30D | -7.9% | +0.6% | -8.5% | -8.5% |
| 3M | -29.9% | +2.5% | -32.5% | -31.3% |
| 6M | -36.6% | +10.8% | -47.4% | -40.5% |
| YTD | -40.0% | +30.5% | -70.4% | -48.3% |
| 1Y | -44.0% | +68.1% | -112.2% | -57.8% |
| 3Y | -54.5% | +94.0% | -148.6% | -68.3% |
| 5Y | -68.8% | +92.0% | -160.8% | -77.7% |
| All | -68.8% | +90.3% | -159.1% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling