-68.8%
APTV vs RVMD
+560.0%
-628.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.7% | +2.9% |
| 7D | -1.8% | -3.6% | +1.8% | -1.3% |
| 30D | -7.9% | -1.1% | -6.8% | -7.9% |
| 3M | -29.9% | +41.0% | -71.0% | -33.4% |
| 6M | -36.6% | +105.7% | -142.3% | -43.8% |
| YTD | -40.0% | +155.3% | -195.3% | -49.1% |
| 1Y | -44.0% | +402.7% | -446.7% | -57.9% |
| 3Y | -54.5% | +533.1% | -587.6% | -68.7% |
| 5Y | -68.8% | +583.5% | -652.3% | -81.2% |
| All | -68.8% | +560.0% | -628.8% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling