-40.4%
APTV vs RNG
+144.7%
-185.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +6.9% | +3.2% |
| 7D | +4.8% | +5.8% | -1.0% | +4.5% |
| 30D | +2.0% | +19.6% | -17.6% | +1.1% |
| 3M | -34.2% | +67.0% | -101.3% | -36.1% |
| 6M | -34.7% | +88.4% | -123.0% | -37.8% |
| YTD | -37.0% | +155.5% | -192.5% | -42.4% |
| 1Y | -40.4% | +141.7% | -182.1% | -45.6% |
| All | -40.4% | +144.7% | -185.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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