-48.6%
APTV vs RJF
+76.6%
-125.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -1.7% | +3.6% | -5.3% | -3.3% |
| 30D | -11.6% | +7.2% | -18.8% | -14.3% |
| 3M | -21.2% | -6.5% | -14.7% | -18.9% |
| 6M | -28.5% | +10.3% | -38.8% | -32.1% |
| YTD | -49.1% | +6.5% | -55.6% | -51.3% |
| 1Y | -52.2% | +6.1% | -58.3% | -54.3% |
| 3Y | -48.6% | +74.9% | -123.5% | -66.8% |
| All | -48.6% | +76.6% | -125.3% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling