-40.4%
APTV vs RJF
+7.8%
-48.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.5% |
| 7D | +4.8% | -0.6% | +5.4% | +4.9% |
| 30D | +2.0% | -1.3% | +3.3% | +2.3% |
| 3M | -34.2% | +18.9% | -53.1% | -37.6% |
| 6M | -34.7% | +15.0% | -49.7% | -37.8% |
| YTD | -37.0% | +12.2% | -49.2% | -40.6% |
| 1Y | -40.4% | +5.6% | -46.0% | -42.9% |
| All | -40.4% | +7.8% | -48.2% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling