+137.5%
APTV vs RRC
-20.1%
+157.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | -5.0% | +2.5% | -7.5% | -5.4% |
| 30D | -12.3% | +21.1% | -33.5% | -15.6% |
| 3M | -19.9% | +28.4% | -48.3% | -23.8% |
| 6M | -29.4% | +26.5% | -55.8% | -32.8% |
| YTD | -49.0% | +47.0% | -96.0% | -53.1% |
| 1Y | -53.1% | +35.2% | -88.3% | -56.3% |
| 3Y | -48.9% | +61.0% | -109.9% | -54.4% |
| 5Y | -77.2% | +133.6% | -210.8% | -81.6% |
| 10Y | -26.8% | +72.1% | -98.9% | -49.8% |
| All | +137.5% | -20.1% | +157.7% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling