+53.1%
RGTI vs APTV
-67.3%
+120.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -2.3% |
| 7D | -0.1% | -1.8% | +1.7% | +0.8% |
| 30D | -16.2% | -7.9% | -8.3% | -11.7% |
| 3M | -22.0% | -29.9% | +7.9% | -3.8% |
| 6M | -10.8% | -36.6% | +25.8% | +16.7% |
| YTD | -31.6% | -40.0% | +8.4% | -8.3% |
| 1Y | -6.4% | -44.0% | +37.7% | +31.1% |
| 3Y | +665.7% | -54.5% | +720.2% | +1,053.1% |
| 5Y | +55.6% | -68.8% | +124.4% | +152.4% |
| All | +53.1% | -67.3% | +120.4% | +148.2% |
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