+193.5%
APTV vs RL
+198.6%
-5.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.1% |
| 7D | +4.8% | -0.8% | +5.6% | +5.2% |
| 30D | +2.0% | -7.8% | +9.8% | +5.7% |
| 3M | -34.2% | -4.0% | -30.2% | -33.2% |
| 6M | -34.7% | -1.9% | -32.8% | -35.0% |
| YTD | -37.0% | -0.2% | -36.8% | -37.8% |
| 1Y | -40.4% | +10.7% | -51.1% | -44.2% |
| 3Y | -54.1% | +210.8% | -264.9% | -74.2% |
| 5Y | -68.0% | +238.2% | -306.3% | -82.9% |
| 10Y | -15.5% | +313.4% | -328.9% | -61.0% |
| All | +193.5% | +198.6% | -5.1% | +44.3% |
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 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