-44.0%
APTV vs RRC
+24.3%
-68.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.7% |
| 7D | -1.8% | -1.2% | -0.6% | -1.9% |
| 30D | -7.9% | +3.0% | -10.9% | -7.6% |
| 3M | -29.9% | +7.3% | -37.2% | -29.2% |
| 6M | -36.6% | +3.6% | -40.2% | -36.1% |
| YTD | -40.0% | +19.4% | -59.3% | -39.3% |
| 1Y | -44.0% | +21.4% | -65.4% | -42.8% |
| All | -44.0% | +24.3% | -68.3% | -42.8% |
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