-54.2%
APTV vs RRX
+1.6%
-55.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.4% |
| 7D | -1.8% | -3.7% | +1.9% | -0.3% |
| 30D | -7.9% | -9.3% | +1.4% | -4.4% |
| 3M | -29.9% | -21.8% | -8.1% | -24.4% |
| 6M | -36.6% | -22.0% | -14.6% | -32.5% |
| YTD | -40.0% | +11.9% | -51.9% | -46.7% |
| 1Y | -44.0% | +11.6% | -55.6% | -50.6% |
| All | -54.2% | +1.6% | -55.8% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling