+142.2%
APTV vs RVTY
+783.0%
-640.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.3% |
| 7D | -4.3% | -2.7% | -1.6% | -3.0% |
| 30D | -9.7% | +3.2% | -12.9% | -12.0% |
| 3M | -20.6% | +37.2% | -57.8% | -35.2% |
| 6M | -31.7% | +57.7% | -89.4% | -48.8% |
| YTD | -48.0% | +64.8% | -112.8% | -62.7% |
| 1Y | -52.1% | +72.8% | -124.9% | -66.7% |
| 3Y | -47.9% | +89.8% | -137.7% | -67.2% |
| 5Y | -76.9% | -8.4% | -68.5% | -78.0% |
| 10Y | -26.7% | +219.5% | -246.2% | -70.3% |
| All | +142.2% | +783.0% | -640.8% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling