-18.4%
APTV vs RSG
+428.9%
-447.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -6.1% | +4.0% | -10.0% | -8.2% |
| 3M | -33.0% | +7.4% | -40.4% | -36.0% |
| 6M | -35.2% | +0.1% | -35.3% | -36.0% |
| YTD | -40.1% | +6.0% | -46.2% | -43.2% |
| 1Y | -45.6% | -3.0% | -42.6% | -45.6% |
| 3Y | -54.4% | +56.5% | -110.8% | -68.7% |
| 5Y | -68.9% | +90.9% | -159.8% | -82.3% |
| All | -18.4% | +428.9% | -447.4% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling