-54.2%
APTV vs RNG
+120.1%
-174.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +2.8% |
| 7D | -1.8% | -9.6% | +7.8% | -0.2% |
| 30D | -7.9% | +8.8% | -16.7% | -9.3% |
| 3M | -29.9% | +78.6% | -108.5% | -37.3% |
| 6M | -36.6% | +70.3% | -106.9% | -43.6% |
| YTD | -40.0% | +140.3% | -180.3% | -51.5% |
| 1Y | -44.0% | +126.6% | -170.6% | -54.3% |
| All | -54.2% | +120.1% | -174.3% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling