+348.5%
ROK vs APTV
-16.1%
+364.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.2% | -5.0% | +3.8% | +0.7% |
| 30D | -4.8% | -6.1% | +1.3% | -2.6% |
| 3M | -6.1% | -33.0% | +26.9% | +9.4% |
| 6M | +15.5% | -35.2% | +50.7% | +34.3% |
| YTD | +11.2% | -40.1% | +51.3% | +32.9% |
| 1Y | +23.8% | -45.6% | +69.4% | +53.6% |
| 3Y | +53.1% | -54.4% | +107.5% | +96.6% |
| 5Y | +48.3% | -68.9% | +117.2% | +114.2% |
| All | +348.5% | -16.1% | +364.6% | +320.2% |
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