-18.4%
APTV vs RVTY
+145.6%
-164.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.9% |
| 7D | -5.0% | -4.5% | -0.5% | -2.6% |
| 30D | -6.1% | +5.5% | -11.5% | -9.2% |
| 3M | -33.0% | +22.5% | -55.5% | -40.8% |
| 6M | -35.2% | +38.9% | -74.1% | -47.3% |
| YTD | -40.1% | +28.7% | -68.9% | -49.5% |
| 1Y | -45.6% | +45.5% | -91.1% | -57.6% |
| 3Y | -54.4% | +16.4% | -70.7% | -61.3% |
| 5Y | -68.9% | -32.7% | -36.2% | -63.7% |
| All | -18.4% | +145.6% | -164.1% | -59.9% |
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