-40.4%
APTV vs RVMD
+430.6%
-471.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.8% |
| 30D | +2.0% | +6.4% | -4.4% | +2.0% |
| 3M | -34.2% | +34.9% | -69.1% | -34.6% |
| 6M | -34.7% | +107.6% | -142.2% | -36.1% |
| YTD | -37.0% | +163.7% | -200.7% | -38.6% |
| 1Y | -40.4% | +439.2% | -479.6% | -46.5% |
| All | -40.4% | +430.6% | -471.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling