+193.5%
APTV vs RVTY
+622.4%
-428.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +4.8% | +1.1% | +3.7% | +4.1% |
| 30D | +2.0% | +13.2% | -11.2% | -5.4% |
| 3M | -34.2% | +27.2% | -61.5% | -43.2% |
| 6M | -34.7% | +32.4% | -67.1% | -45.5% |
| YTD | -37.0% | +34.9% | -71.8% | -48.4% |
| 1Y | -40.4% | +52.4% | -92.8% | -54.9% |
| 3Y | -54.1% | +12.3% | -66.4% | -60.2% |
| 5Y | -68.0% | -30.8% | -37.2% | -63.5% |
| 10Y | -15.5% | +150.7% | -166.2% | -60.0% |
| All | +193.5% | +622.4% | -428.9% | -27.4% |
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 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