-9.7%
RKT vs APTV
-69.9%
+60.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -2.4% | -10.6% | +8.2% | +3.2% |
| 3M | +1.9% | -35.0% | +36.9% | +25.2% |
| 6M | -13.9% | -38.9% | +25.0% | +7.6% |
| YTD | -30.6% | -41.5% | +10.9% | -11.5% |
| 1Y | -34.4% | -45.8% | +11.5% | -13.0% |
| 3Y | +38.2% | -55.7% | +93.9% | +98.0% |
| 5Y | -9.7% | -70.1% | +60.5% | +47.3% |
| All | -9.7% | -69.9% | +60.2% | +47.3% |
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