-18.4%
APTV vs RRC
+4.9%
-23.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | -6.1% | +2.7% | -8.7% | -6.6% |
| 3M | -33.0% | +8.8% | -41.8% | -34.2% |
| 6M | -35.2% | -1.2% | -34.1% | -35.5% |
| YTD | -40.1% | +17.6% | -57.7% | -42.5% |
| 1Y | -45.6% | +18.4% | -64.0% | -48.1% |
| 3Y | -54.4% | +33.1% | -87.4% | -57.9% |
| 5Y | -68.9% | +148.2% | -217.1% | -75.3% |
| All | -18.4% | +4.9% | -23.3% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling