-49.5%
APTV vs RVMD
+634.9%
-684.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.4% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | -7.7% | +1.1% | -8.8% | -8.0% |
| 3M | -34.0% | +39.6% | -73.6% | -38.0% |
| 6M | -37.1% | +110.7% | -147.8% | -46.1% |
| YTD | -39.9% | +160.3% | -200.2% | -51.2% |
| 1Y | -44.4% | +404.9% | -449.4% | -60.6% |
| 3Y | -54.5% | +545.5% | -599.9% | -71.1% |
| 5Y | -69.1% | +584.7% | -653.8% | -82.3% |
| All | -49.5% | +634.9% | -684.4% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling