+1.1%
APTV vs RNG
+309.1%
-308.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.3% | -3.7% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | -7.7% | +11.4% | -19.1% | -10.0% |
| 3M | -34.0% | +72.1% | -106.1% | -42.5% |
| 6M | -37.1% | +67.9% | -105.0% | -45.8% |
| YTD | -39.9% | +144.3% | -184.2% | -53.6% |
| 1Y | -44.4% | +117.5% | -162.0% | -56.1% |
| 3Y | -54.5% | +123.9% | -178.4% | -65.7% |
| 5Y | -69.1% | -70.1% | +1.0% | -67.4% |
| 10Y | -20.0% | +215.9% | -235.9% | -50.8% |
| All | +1.1% | +309.1% | -308.0% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling