+141.2%
APTV vs RL
+236.0%
-94.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -8.9% | -4.4% | -4.5% | -7.0% |
| 30D | -9.5% | +5.6% | -15.1% | -11.8% |
| 3M | -20.6% | -0.6% | -19.9% | -20.5% |
| 6M | -28.9% | +15.5% | -44.3% | -34.2% |
| YTD | -48.2% | +12.3% | -60.5% | -51.7% |
| 1Y | -51.7% | +19.3% | -71.0% | -56.3% |
| 3Y | -48.1% | +255.5% | -303.6% | -72.6% |
| 5Y | -76.7% | +247.1% | -323.7% | -87.7% |
| 10Y | -25.6% | +346.0% | -371.7% | -67.0% |
| All | +141.2% | +236.0% | -94.8% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling