+52.3%
ROK vs APTV
-56.4%
+108.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | +0.2% | -1.2% | +1.3% | +0.5% |
| 30D | -1.8% | -10.6% | +8.8% | +1.9% |
| 3M | -7.2% | -35.0% | +27.8% | +6.8% |
| 6M | +14.2% | -38.9% | +53.1% | +32.9% |
| YTD | +10.6% | -41.5% | +52.1% | +30.2% |
| 1Y | +25.9% | -45.8% | +71.7% | +52.2% |
| All | +52.3% | -56.4% | +108.7% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling