-30.6%
APTV vs ROIV
+36.6%
-67.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.6% | -3.0% |
| 7D | -10.2% | +5.3% | -15.6% | -9.8% |
| 30D | -10.8% | +11.9% | -22.7% | -9.7% |
| 3M | -14.8% | +10.7% | -25.5% | -13.7% |
| 6M | -30.6% | +34.9% | -65.5% | -30.7% |
| All | -30.6% | +36.6% | -67.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 6mo: compounded portfolio wealth divided by compounded ROIV 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…
6mo analysis · Full analysis span regression · 6 months rolling