-46.5%
APTV vs RRC
+44.7%
-91.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.2% | +4.3% |
| 7D | -1.9% | -6.8% | +4.9% | -2.4% |
| 30D | -1.4% | +34.7% | -36.2% | +2.0% |
| 3M | -9.3% | +31.5% | -40.9% | -6.4% |
| 6M | -27.3% | +21.8% | -49.1% | -25.9% |
| YTD | -43.1% | +48.9% | -92.0% | -39.6% |
| 1Y | -46.5% | +42.1% | -88.6% | -43.4% |
| All | -46.5% | +44.7% | -91.2% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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