-20.0%
APTV vs RY
+371.6%
-391.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -3.8% |
| 7D | +2.0% | +2.7% | -0.8% | -0.9% |
| 30D | -7.7% | -1.0% | -6.7% | -6.9% |
| 3M | -34.0% | +7.6% | -41.6% | -39.0% |
| 6M | -37.1% | +29.5% | -66.6% | -52.2% |
| YTD | -39.9% | +24.2% | -64.1% | -52.4% |
| 1Y | -44.4% | +46.4% | -90.8% | -63.1% |
| 3Y | -54.5% | +159.4% | -213.9% | -83.9% |
| 5Y | -69.1% | +141.8% | -211.0% | -88.1% |
| 10Y | -20.0% | +373.9% | -393.9% | -81.5% |
| All | -20.0% | +371.6% | -391.6% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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