-26.7%
APTV vs RL
+369.1%
-395.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | -4.3% | +1.3% | -5.6% | -4.9% |
| 30D | -9.7% | +7.6% | -17.3% | -12.9% |
| 3M | -20.6% | -1.5% | -19.0% | -20.2% |
| 6M | -31.7% | +12.1% | -43.8% | -36.2% |
| YTD | -48.0% | +13.9% | -61.9% | -52.1% |
| 1Y | -52.1% | +20.7% | -72.7% | -57.2% |
| 3Y | -47.9% | +260.6% | -308.4% | -74.1% |
| 5Y | -76.9% | +248.9% | -325.8% | -88.5% |
| 10Y | -26.7% | +355.9% | -382.6% | -67.7% |
| All | -26.7% | +369.1% | -395.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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