+1,165.7%
RCL vs APTV
+194.6%
+971.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -2.0% |
| 7D | -5.1% | +4.8% | -9.9% | -7.9% |
| 30D | -19.0% | +2.0% | -21.0% | -20.3% |
| 3M | -9.6% | -34.2% | +24.7% | +14.9% |
| 6M | -6.7% | -34.7% | +28.0% | +16.8% |
| YTD | -3.9% | -37.0% | +33.1% | +22.5% |
| 1Y | -25.1% | -40.4% | +15.3% | -1.6% |
| 3Y | +179.1% | -54.1% | +233.2% | +300.0% |
| 5Y | +243.3% | -68.0% | +311.3% | +515.3% |
| 10Y | +325.8% | -15.5% | +341.3% | +286.0% |
| All | +1,165.7% | +194.6% | +971.1% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling