-25.1%
RCL vs APTV
-39.9%
+14.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.3% |
| 7D | -5.1% | +4.8% | -9.9% | -6.7% |
| 30D | -19.0% | +2.0% | -21.0% | -19.7% |
| 3M | -9.6% | -34.2% | +24.7% | +6.4% |
| 6M | -6.7% | -34.7% | +28.0% | +8.2% |
| YTD | -3.9% | -37.0% | +33.1% | +13.6% |
| 1Y | -25.1% | -40.4% | +15.3% | -13.9% |
| All | -25.1% | -39.9% | +14.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling