-70.1%
APTV vs RVTY
-34.2%
-35.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -1.4% |
| 7D | -1.2% | -5.4% | +4.3% | +1.6% |
| 30D | -10.6% | +6.7% | -17.4% | -13.8% |
| 3M | -35.0% | +19.0% | -54.0% | -40.7% |
| 6M | -38.9% | +34.6% | -73.6% | -48.1% |
| YTD | -41.5% | +28.3% | -69.8% | -49.5% |
| 1Y | -45.8% | +46.0% | -91.9% | -56.5% |
| 3Y | -55.7% | +16.9% | -72.6% | -61.4% |
| 5Y | -70.1% | -32.9% | -37.2% | -66.5% |
| All | -70.1% | -34.2% | -35.9% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling