-54.5%
APTV vs RRC
+32.7%
-87.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.6% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | -7.7% | +9.4% | -17.1% | -9.3% |
| 3M | -34.0% | +7.4% | -41.4% | -35.0% |
| 6M | -37.1% | +1.5% | -38.6% | -37.6% |
| YTD | -39.9% | +19.4% | -59.3% | -43.0% |
| 1Y | -44.4% | +24.2% | -68.7% | -48.4% |
| 3Y | -54.5% | +32.8% | -87.3% | -60.0% |
| All | -54.5% | +32.7% | -87.2% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling