-46.5%
APTV vs RRX
+30.0%
-76.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.3% | +5.4% |
| 7D | -1.9% | +7.6% | -9.5% | -3.9% |
| 30D | -1.4% | +7.5% | -9.0% | -3.6% |
| 3M | -9.3% | -21.0% | +11.7% | -4.2% |
| 6M | -27.3% | -18.1% | -9.2% | -25.1% |
| YTD | -43.1% | +24.3% | -67.4% | -51.2% |
| 1Y | -46.5% | +29.3% | -75.8% | -55.1% |
| All | -46.5% | +30.0% | -76.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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