-45.6%
APTV vs RNG
+128.1%
-173.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -5.0% | -6.1% | +1.1% | -4.7% |
| 30D | -6.1% | +9.6% | -15.7% | -6.5% |
| 3M | -33.0% | +83.3% | -116.3% | -35.4% |
| 6M | -35.2% | +77.9% | -113.2% | -38.1% |
| YTD | -40.1% | +139.9% | -180.1% | -45.0% |
| 1Y | -45.6% | +121.7% | -167.3% | -50.4% |
| All | -45.6% | +128.1% | -173.7% | -50.4% |
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