-68.8%
APTV vs RJF
+101.5%
-170.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.3% |
| 7D | -1.8% | -4.2% | +2.4% | +0.8% |
| 30D | -7.9% | -3.6% | -4.3% | -5.9% |
| 3M | -29.9% | +15.6% | -45.6% | -36.4% |
| 6M | -36.6% | +17.6% | -54.2% | -43.4% |
| YTD | -40.0% | +9.2% | -49.2% | -44.3% |
| 1Y | -44.0% | +5.5% | -49.5% | -47.0% |
| 3Y | -54.5% | +70.3% | -124.8% | -70.8% |
| 5Y | -68.8% | +106.0% | -174.8% | -83.2% |
| All | -68.8% | +101.5% | -170.3% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling