+179.9%
APTV vs RSG
+1,016.2%
-836.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | +2.0% | -0.7% | +2.7% | +2.4% |
| 30D | -7.7% | +3.3% | -11.0% | -9.4% |
| 3M | -34.0% | +8.5% | -42.5% | -37.4% |
| 6M | -37.1% | -3.5% | -33.6% | -36.5% |
| YTD | -39.9% | +5.5% | -45.4% | -42.7% |
| 1Y | -44.4% | -1.7% | -42.7% | -44.9% |
| 3Y | -54.5% | +56.9% | -111.4% | -68.2% |
| 5Y | -69.1% | +89.4% | -158.5% | -81.5% |
| 10Y | -20.0% | +412.5% | -432.5% | -74.5% |
| All | +179.9% | +1,016.2% | -836.3% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling