+172.4%
APTV vs RRX
+295.0%
-122.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.2% |
| 7D | -1.2% | -0.7% | -0.4% | -0.7% |
| 30D | -10.6% | -8.0% | -2.7% | -6.4% |
| 3M | -35.0% | -25.1% | -10.0% | -25.7% |
| 6M | -38.9% | -18.3% | -20.6% | -35.1% |
| YTD | -41.5% | +14.2% | -55.7% | -50.4% |
| 1Y | -45.8% | +13.0% | -58.9% | -54.4% |
| 3Y | -55.7% | +4.2% | -59.9% | -63.7% |
| 5Y | -70.1% | +17.9% | -88.0% | -77.9% |
| 10Y | -19.1% | +220.4% | -239.5% | -67.6% |
| All | +172.4% | +295.0% | -122.5% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling