+179.9%
APTV vs RIO
+411.0%
-231.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -4.9% |
| 7D | +2.0% | +1.9% | 0.0% | +1.0% |
| 30D | -7.7% | +5.0% | -12.7% | -10.0% |
| 3M | -34.0% | +5.1% | -39.1% | -36.0% |
| 6M | -37.1% | +17.6% | -54.7% | -42.5% |
| YTD | -39.9% | +36.3% | -76.2% | -49.0% |
| 1Y | -44.4% | +71.2% | -115.6% | -57.9% |
| 3Y | -54.5% | +102.7% | -157.2% | -68.4% |
| 5Y | -69.1% | +99.6% | -168.7% | -79.0% |
| 10Y | -20.0% | +603.1% | -623.1% | -67.0% |
| All | +179.9% | +411.0% | -231.1% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling