-28.2%
APTV vs RVTY
+216.9%
-245.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -5.0% | +4.1% | -9.1% | -7.1% |
| 30D | -12.3% | +1.3% | -13.6% | -13.7% |
| 3M | -19.9% | +33.3% | -53.2% | -33.4% |
| 6M | -29.4% | +58.3% | -87.7% | -46.9% |
| YTD | -49.0% | +62.7% | -111.7% | -63.0% |
| 1Y | -53.1% | +67.2% | -120.3% | -66.6% |
| 3Y | -48.9% | +87.3% | -136.2% | -67.5% |
| 5Y | -77.2% | -13.4% | -63.8% | -77.3% |
| All | -28.2% | +216.9% | -245.1% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling