+25.0%
ROK vs APTV
-46.4%
+71.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -1.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.4% |
| 30D | -2.5% | -1.4% | -1.0% | -2.3% |
| 3M | 0.0% | -9.3% | +9.4% | +2.2% |
| 6M | +11.6% | -27.3% | +38.9% | +20.3% |
| YTD | +15.2% | -43.1% | +58.3% | +30.9% |
| 1Y | +25.0% | -46.5% | +71.5% | +44.3% |
| All | +25.0% | -46.4% | +71.4% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling