-19.1%
APTV vs RL
+297.6%
-316.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -1.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -10.6% | -17.5% | +6.9% | -1.8% |
| 3M | -35.0% | -14.0% | -21.0% | -30.2% |
| 6M | -38.9% | -2.0% | -36.9% | -39.2% |
| YTD | -41.5% | -4.6% | -36.9% | -41.1% |
| 1Y | -45.8% | +9.5% | -55.3% | -49.2% |
| 3Y | -55.7% | +200.5% | -256.2% | -75.8% |
| 5Y | -70.1% | +226.3% | -296.4% | -84.6% |
| 10Y | -19.1% | +304.8% | -323.9% | -61.3% |
| All | -19.1% | +297.6% | -316.7% | -61.3% |
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