-85.6%
RIG vs APTV
+180.9%
-266.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | +1.0% |
| 7D | -2.7% | +2.0% | -4.7% | -4.0% |
| 30D | +9.5% | -7.7% | +17.2% | +14.0% |
| 3M | -6.6% | -34.0% | +27.4% | +14.5% |
| 6M | -2.9% | -37.1% | +34.2% | +19.1% |
| YTD | +39.5% | -39.9% | +79.4% | +74.4% |
| 1Y | +82.3% | -44.4% | +126.7% | +137.5% |
| 3Y | -29.6% | -54.5% | +24.9% | -3.0% |
| 5Y | +63.2% | -69.1% | +132.3% | +169.8% |
| 10Y | -45.0% | -20.0% | -25.0% | -49.3% |
| All | -85.6% | +180.9% | -266.5% | -93.8% |
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