+179.9%
APTV vs RJF
+1,032.5%
-852.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.0% |
| 7D | +2.0% | +1.8% | +0.2% | +0.9% |
| 30D | -7.7% | 0.0% | -7.7% | -7.8% |
| 3M | -34.0% | +18.0% | -52.0% | -40.6% |
| 6M | -37.1% | +17.0% | -54.1% | -43.4% |
| YTD | -39.9% | +11.1% | -51.0% | -44.6% |
| 1Y | -44.4% | +8.0% | -52.4% | -48.0% |
| 3Y | -54.5% | +73.3% | -127.8% | -69.1% |
| 5Y | -69.1% | +107.4% | -176.5% | -81.3% |
| 10Y | -20.0% | +428.5% | -448.5% | -72.7% |
| All | +179.9% | +1,032.5% | -852.6% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling