-70.1%
APTV vs RRC
+154.4%
-224.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -1.2% | -1.7% | +0.6% | -0.8% |
| 30D | -10.6% | +3.6% | -14.2% | -11.4% |
| 3M | -35.0% | +8.8% | -43.8% | -36.4% |
| 6M | -38.9% | +0.8% | -39.7% | -39.4% |
| YTD | -41.5% | +19.0% | -60.5% | -44.5% |
| 1Y | -45.8% | +22.9% | -68.7% | -49.3% |
| 3Y | -55.7% | +32.3% | -88.0% | -60.1% |
| 5Y | -70.1% | +151.6% | -221.7% | -77.5% |
| All | -70.1% | +154.4% | -224.5% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling