-27.0%
RKT vs APTV
-45.1%
+18.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.4% | -3.0% |
| 7D | -7.2% | -1.8% | -5.4% | -6.6% |
| 30D | -7.9% | -7.9% | 0.0% | -4.4% |
| 3M | +5.2% | -29.9% | +35.1% | +22.4% |
| 6M | -14.9% | -36.6% | +21.7% | +2.4% |
| YTD | -31.9% | -40.0% | +8.1% | -15.8% |
| 1Y | -36.9% | -44.0% | +7.1% | -19.6% |
| 3Y | +35.7% | -54.5% | +90.2% | +84.7% |
| 5Y | -9.7% | -68.8% | +59.1% | +32.8% |
| All | -27.0% | -45.1% | +18.0% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling