-23.6%
RKT vs APTV
-45.0%
+21.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | +0.4% |
| 7D | +6.0% | +2.0% | +4.0% | +5.0% |
| 30D | +0.7% | -7.7% | +8.4% | +4.4% |
| 3M | +11.8% | -34.0% | +45.8% | +34.0% |
| 6M | -7.6% | -37.1% | +29.5% | +11.7% |
| YTD | -28.7% | -39.9% | +11.2% | -11.9% |
| 1Y | -32.6% | -44.4% | +11.9% | -13.7% |
| 3Y | +42.1% | -54.5% | +96.6% | +93.4% |
| 5Y | -7.2% | -69.1% | +62.0% | +36.8% |
| All | -23.6% | -45.0% | +21.4% | -4.7% |
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