-18.4%
APTV vs RJF
+429.3%
-447.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.0% | -2.7% | -2.3% | -3.4% |
| 30D | -6.1% | -4.3% | -1.8% | -3.6% |
| 3M | -33.0% | +15.7% | -48.7% | -39.1% |
| 6M | -35.2% | +17.8% | -53.0% | -42.2% |
| YTD | -40.1% | +9.2% | -49.3% | -44.3% |
| 1Y | -45.6% | +2.8% | -48.4% | -47.6% |
| 3Y | -54.4% | +69.5% | -123.8% | -69.1% |
| 5Y | -68.9% | +105.9% | -174.8% | -81.5% |
| All | -18.4% | +429.3% | -447.7% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling