-77.5%
APTV vs RY
+123.4%
-200.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -1.7% | +0.6% | -2.3% | -2.3% |
| 30D | -11.6% | +5.0% | -16.6% | -15.7% |
| 3M | -21.2% | -5.3% | -15.9% | -16.7% |
| 6M | -28.5% | +13.8% | -42.4% | -37.4% |
| YTD | -49.1% | +21.0% | -70.0% | -58.2% |
| 1Y | -52.2% | +40.5% | -92.7% | -66.4% |
| 3Y | -48.6% | +159.7% | -208.3% | -81.4% |
| All | -77.5% | +123.4% | -200.9% | -90.5% |
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 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