-40.4%
APTV vs RVTY
+57.1%
-97.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +4.8% | +1.1% | +3.7% | +4.3% |
| 30D | +2.0% | +13.2% | -11.2% | -3.1% |
| 3M | -34.2% | +27.2% | -61.5% | -40.3% |
| 6M | -34.7% | +32.4% | -67.1% | -41.8% |
| YTD | -37.0% | +34.9% | -71.8% | -45.0% |
| 1Y | -40.4% | +52.4% | -92.8% | -50.4% |
| All | -40.4% | +57.1% | -97.5% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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