-68.2%
APTV vs RY
+140.8%
-208.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.8% |
| 7D | +4.8% | +3.1% | +1.7% | +1.5% |
| 30D | +2.0% | -0.3% | +2.3% | +2.2% |
| 3M | -34.2% | +8.7% | -42.9% | -39.7% |
| 6M | -34.7% | +28.5% | -63.2% | -49.5% |
| YTD | -37.0% | +25.1% | -62.1% | -50.1% |
| 1Y | -40.4% | +46.3% | -86.7% | -59.9% |
| 3Y | -54.1% | +154.9% | -209.0% | -83.1% |
| All | -68.2% | +140.8% | -208.9% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling