+193.5%
APTV vs RRC
-35.0%
+228.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.2% |
| 7D | +4.8% | +1.3% | +3.5% | +4.6% |
| 30D | +2.0% | +10.1% | -8.1% | +0.2% |
| 3M | -34.2% | +4.0% | -38.2% | -34.8% |
| 6M | -34.7% | +1.6% | -36.3% | -35.2% |
| YTD | -37.0% | +19.7% | -56.7% | -39.6% |
| 1Y | -40.4% | +21.4% | -61.8% | -43.3% |
| 3Y | -54.1% | +29.7% | -83.8% | -57.4% |
| 5Y | -68.0% | +153.9% | -221.9% | -74.5% |
| 10Y | -15.5% | +10.8% | -26.3% | -37.7% |
| All | +193.5% | -35.0% | +228.5% | +143.2% |
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