+65.3%
RIG vs APTV
-69.7%
+135.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.1% |
| 7D | -4.2% | -1.8% | -2.3% | -3.6% |
| 30D | -0.7% | -7.9% | +7.2% | +2.1% |
| 3M | -4.0% | -29.9% | +25.9% | +8.0% |
| 6M | -6.3% | -36.6% | +30.3% | +8.1% |
| YTD | +39.7% | -40.0% | +79.7% | +64.4% |
| 1Y | +78.1% | -44.0% | +122.1% | +115.3% |
| 3Y | -29.5% | -54.5% | +25.1% | -9.8% |
| 5Y | +65.3% | -68.8% | +134.1% | +112.2% |
| All | +65.3% | -69.7% | +135.0% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling