-69.1%
APTV vs RL
+241.4%
-310.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.0% |
| 7D | +2.0% | +1.9% | +0.1% | +1.0% |
| 30D | -7.7% | -12.2% | +4.5% | -0.9% |
| 3M | -34.0% | -6.6% | -27.4% | -31.7% |
| 6M | -37.1% | +3.2% | -40.3% | -39.4% |
| YTD | -39.9% | -1.3% | -38.6% | -40.7% |
| 1Y | -44.4% | +13.6% | -58.0% | -49.7% |
| 3Y | -54.5% | +210.9% | -265.4% | -79.2% |
| 5Y | -69.1% | +246.9% | -316.0% | -87.6% |
| All | -69.1% | +241.4% | -310.5% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling