-69.3%
APTV vs RRX
+17.8%
-87.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -2.1% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -6.1% | -6.1% | +0.1% | -3.3% |
| 3M | -33.0% | -23.1% | -9.9% | -25.8% |
| 6M | -35.2% | -19.5% | -15.7% | -31.2% |
| YTD | -40.1% | +16.1% | -56.2% | -49.2% |
| 1Y | -45.6% | +12.9% | -58.5% | -53.6% |
| 3Y | -54.4% | +7.9% | -62.3% | -62.7% |
| All | -69.3% | +17.8% | -87.1% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling