+1,531.7%
RCL vs APTV
+143.1%
+1,388.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.4% |
| 7D | +8.5% | -4.3% | +12.8% | +11.4% |
| 30D | +20.4% | -9.7% | +30.1% | +28.0% |
| 3M | +11.0% | -20.6% | +31.6% | +26.8% |
| 6M | +24.9% | -31.7% | +56.6% | +51.7% |
| YTD | +23.9% | -48.0% | +71.9% | +76.5% |
| 1Y | +30.8% | -52.1% | +82.9% | +96.0% |
| 3Y | +270.4% | -47.9% | +318.3% | +381.0% |
| 5Y | +296.1% | -76.9% | +373.0% | +773.5% |
| 10Y | +375.0% | -26.7% | +401.8% | +370.9% |
| All | +1,531.7% | +143.1% | +1,388.6% | +490.0% |
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