-52.1%
APTV vs RL
+22.6%
-74.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | -4.3% | +1.3% | -5.6% | -4.8% |
| 30D | -9.7% | +7.6% | -17.3% | -12.3% |
| 3M | -20.6% | -1.5% | -19.0% | -20.2% |
| 6M | -31.7% | +12.1% | -43.8% | -35.1% |
| YTD | -48.0% | +13.9% | -61.9% | -51.3% |
| 1Y | -52.1% | +20.7% | -72.7% | -56.5% |
| All | -52.1% | +22.6% | -74.7% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling