-76.9%
APTV vs RL
+240.9%
-317.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | -2.1% |
| 7D | -9.8% | +0.2% | -10.0% | -9.9% |
| 30D | -8.9% | +7.3% | -16.2% | -12.5% |
| 3M | -19.5% | +1.0% | -20.5% | -20.2% |
| 6M | -31.1% | +11.8% | -42.9% | -36.3% |
| YTD | -47.5% | +13.6% | -61.2% | -52.3% |
| 1Y | -52.3% | +24.0% | -76.3% | -59.0% |
| 3Y | -45.2% | +256.6% | -301.8% | -77.5% |
| 5Y | -76.9% | +240.2% | -317.1% | -90.6% |
| All | -76.9% | +240.9% | -317.8% | -90.6% |
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