+137.2%
APTV vs RIO
+308.2%
-171.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.3% |
| 30D | -11.6% | -9.1% | -2.5% | -7.6% |
| 3M | -21.2% | -13.7% | -7.5% | -15.9% |
| 6M | -28.5% | -24.3% | -4.2% | -19.2% |
| YTD | -49.1% | +8.9% | -58.0% | -52.1% |
| 1Y | -52.2% | +22.7% | -74.9% | -57.6% |
| 3Y | -48.6% | +51.2% | -99.8% | -59.1% |
| 5Y | -77.3% | +88.1% | -165.4% | -84.1% |
| 10Y | -26.9% | +352.3% | -379.2% | -63.8% |
| All | +137.2% | +308.2% | -171.1% | +10.8% |
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